Newcastle United drew 1-1 with Aston Villa at the weekend.
Thauvin was introduced in the latter stages of the fixture, with the scores locked at 1-1.
Although he did not manage to provide the attacking spark to earn his side the three points, the French winger did show plenty of willingness to get stuck in.
And McClaren said: "I have to say the first game against Northampton in the League Cup, I thought he was outstanding. But he has just not kicked on. Some players are like that. They give you that then they dip. Some don't then come.
"I see definite signs of his adaptation in the last few weeks, certainly in terms of training and certainly on Saturday. When he came on, he was excellent."
Thauvin has had a difficult time at Newcastle to date, as his performances have not lived up to expectations.
The Magpies spent big money to bring the 22-year-old to Tyneside, but he has not made much of an impact and has come in for criticism from some of the club's fans.
Thauvin has started just three times for Newcastle in the Premier League, and his only goal so far came in the League Cup – against League Two side Northampton Town.
Thauvin’s poor form has contributed to Newcastle’s struggles in front of goal, which has seen them score just 19 times in their first 17 matches. But there are signs that things are about to change.