For converting MKV video files to the Sony Vegas compatible format, a professional video converter is a must. I have been using HD Video Converter Factory Pro for a long time for video format conversions. With this great converter, it will not be a problem to open MKV file in Sony Vegas by converting MKV files to Sony Vegas supported formats like AVI, WMV, MPEG-4, etc. On the one hand, MP4 is currently popular video format by multiple devices, on the other hand, MP4 can be the container of MPEG-4, so, it is a wise idea to convert MKV to MP4 for solving Vegas MKV issue. Next, let’s go to how to convert MKV to MP4.