The Hammers boss has also joked that McClaren's side are trying to catch his side in the red card count.
The duo will be meeting as opposing managers on Monday for the first time since both were coaching their countries, McClaren with England and Bilic with Croatia.
That last game saw England famously beaten by Bilic’s Croatia side at Wembley, which saw the Three Lions miss out on Euro 2008 and McClaren lose his job - forever being referred to as the 'Wally with a Brolly' from that day forth.
And Bilic admits he felt sympathy for his counterpart amidst the fall out, but has praised him for having since revived his career.
“I had sympathy for Steve, like I have sympathy now for the Croatia coach who was sacked this week because we lost in Oslo,” he told whufc.com.
“Of course I felt sympathy because I know how it works. but then Steve recovered really well to go to Holland. He was brave enough and had enough quality to prove himself in different leagues and now he's back in the Premier League and I'm glad for him."
Newcastle trying to catch West Ham red card count
McClaren is yet to enjoy a win as Newcastle United manager in the league, with defeats to Arsenal and Swansea City mixed with draws against Manchester United and Southampton.
In just four games, they have already had two players sent off - with Aleksandar Mitrovic seeing red against the Gunners early one, which inevitably put the tie in the visitors hands at St James' Park.
West Ham have also endured a poor start when it comes to discipline, and Bilic has joked that the Magpies are trying to catch his side on that score.
“Newcastle is a team who point wise haven't started great, but it's only against Swansea that they were second best,” he added.
“That was also because of a red card after they had a good spell.. Against Arsenal it's another game with a red card, so they are trying to catch us with the red cards! It's going to be a difficult game, but this is the Premier League and you expect that."