Do you mean Makhi or Mekhi?
The fame of the actor Mekhi Phifer has led to Mekhi becoming a popular name in the African-American community since Mr. Phifer became well-known. He was born in New
York City in 1975. So far I haven't been able to track down any explanation for why his parents gave him that name. There is nothing very similar to it in the works on Muslim, African, or Hindu names that I own. I suspect that his parents simply invented it, but until there is better information on that, the origin remains unknown.