Bielsa, 63, has since guided Leeds to second place in the Championship and developed excitement among the Elland Road support that this could be their season to finally return to the Premier League - since being relegated in 2004.
The Yorkshire outfit will be looking to make it four wins out of four on Saturday, as they play host to McClaren's QPR at Elland Road. Leeds, though, are suffering an extensive injury list that threatens to derail their promotion push.
Former England manager McClaren believes luring Bielsa to Elland Road was an enormous signing, but it also saw Leeds fans' expect a lot more of their side. So far, they are adhering to their supporters' expectations.
“They are filling the stadium now and made a massive signing in Bielsa during the summer which raised expectations beyond the roof," McClaren said.
“We will need a lot of belief and a lot of courage – that’s what all teams need when you go to a place like Elland Road if you are to get a result there.”
Leeds are expected to name somewhat of a makeshift defence as injuries to Liam Cooper and Stuart Dallas have been added to an extensive list of players on the sidelines, which also includes other defenders Luke Ayling and Gaetano Berardi.
A fourth consecutive win could see Leeds leapfrog Norwich City to the top of the Championship table, but only if Daniel Farke's side fail to beat Bolton Wanderers at Carrow Road.