The Magpies conceded an injury-time goal to lose the Premier League encounter against Everton at home.
Tom Cleverley scored in the dying seconds of the match, as the Toffees registered a 1-0 victory.
McClaren has revealed that the Newcastle players are disappointed with the final result and has told BBC Sport: "I thought there was some great defending and Robbie Elliot was great in goal. Some of our attacking play second half - if we’d have scored first we’d probably have won.
"They’re down. They gave so much. That has to be appreciated. I told them I see a team in there. We’ll win games and get lucky sometimes. If we carry on like that we’ll have a stronger second half.”
Over the course of the 90 minutes at St. James’ Park, hosts Newcastle had 41% of the possession, took 10 shots of which just one was on target, and earned three corners.
Visitors Everton had 59% of the possession, took 20 shots of which just seven were on target, and earned seven corners.
Newcastle are third from bottom in the Premier League table at the moment with 17 points from 18 matches, level on points with 17th-placed Norwich City.