The former Derby County and Nottingham Forest boss was appointed the Newcastle manager in June.
Things have been tough for the Magpies so far this season, with the team in real danger of getting relegated from the Premier League at the end of the 2015-16 campaign.
McClaren is under a lot of pressure, but he has made it clear that he has never contemplated quitting his managerial role at Newcastle.
“Absolutely not,” the Englishman told The Times when asked if he had contemplated resignation.
When asked about his recent meeting with Newcastle managing director Lee Charnley and Keith Bishop, club owner Mike Ashley’s adviser, McClaren said: “It was a normal, routine weekly meeting. It was a chat.”
Newcastle are one of the biggest clubs of England, but this season is fast becoming a nightmare.
The Magpies are second from bottom in the Premier League table at the moment with just 10 points from 14 matches.
McClaren’s side are two points behind 17th-place Sunderland, and they need to start putting together a run of positive results soon.
Newcastle started the month of November with a narrow 1-0 victory over Bournemouth away from home at the Vitality Stadium.
However, after the international break, the Magpies went down 3-0 to Leicester City at St. James’ Park and were hammered 5-1 by Crystal Palace at Selhurst Park last weekend.