McCarthy pitched two scoreless innings in Saturday's Cactus League game against the Padres to record the save. He allowed two hits and struck out two.
McCarthy signed a minor-league contract with the Cubs in late February.
McCarthy signed a minor-league contract with the White Sox on Tuesday, Daryl Van Schouwen of the Chicago Sun-Times reports.
McCarthy was released by the Red Sox on Saturday, Bill Koch of The Providence Journal
McCarthy will report to Triple-A Worcester after the Red Sox informed him Monday that he wouldn't be included in the Opening Day bullpen, Chris Cotillo of The Springfield Republican reports.
McCarthy signed a minor-league contract with the Red Sox on Thursday, Bob Nightengale of USA Today reports.
McCarthy elected free agency Friday rather than accept an outright assignment to the minors.
McCarthy was optioned to the alternate training site after Game 1 of Wednesday's doubleheader against the Reds, Alec Lewis of The Athletic reports.
McCarthy (3-2) pitched a scoreless outing while allowing just one hit and striking out a batter across 1.2 innings Sunday in the Royals' 6-4 win over the Orioles.
McCarthy gave up two hits and struck out two through 2.1 scoreless innings to record his first save in a 6-1 win over the Twins on Sunday.