Xherdan Shaqiri's 80th minute winner meant Newcastle dropped to 19th in the 20 team league, although they are level on points with Norwich City and Sunderland above them and have a game in hand.
"This game is cruel and it's been cruel to us again. We dust ourselves down and go again on Saturday," the former England manager said.
"We've got 11 games and a certain amount of wins we need and we've got the talent to do it and if we show the determination we did tonight we'll do it."
McClaren had called for consistency before Wednesday's game and labelled Newcastle the most "frustrating" side he has coached.
Newcastle host 15th-placed Bournemouth on Saturday.
(Reporting by Shravanth Vijayakumar in Bengaluru, editing by Alan Baldwin)
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