Despite spending over a reported 50 million pounds ($76.32 million) to bring in five new players, four of them to strengthen Newcastle's attack, they are the lowest scoring club in the league having scored just three goals so far.
McClaren had previously called on the Newcastle fans to show "blind faith and belief" that the club will turn their form around but their woeful start continued with the defeat to second division Sheffield Wednesday.
"There's not a lot you can say. There are no excuses -- back in tomorrow morning, Chelsea (on) Saturday, it's the fighting mentality we need," the 54-year-old Englishman told reporters.
"We have said to the players, 'You can't feel sorry for yourselves. You have got to come out on Saturday and be a fighter or a victim', and it's one or the other, and we can only have fighters on there now.
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Newcastle fans will hope to avoid a repeat of last season, where they failed to record a win in their first eight games and needed a win over West Ham on the final day to ensure their Premier League survival.
"We have to turn it around. We have to draw a line in the sand and say how far do you have to go?" McClaren added. "I've been in football too long to be embarrassed. Angry, disappointed.
"Is the job harder than I thought? Absolutely. Without a doubt.
"People say it's a crisis and it's getting very close to it. We deserve to be criticised.
(Reporting by Shravanth Vijayakumar in Bengaluru; editing by Sudipto Ganguly)
