The Mariners defeated last season's champions 2-0 at Etihad Stadium but McKinna says the win will mean nothing if they cannot overcome the Newcastle Jets at home on Friday night.
"I was very proud of every one of the players, it was a huge performance against a team just about everyone said we had no hope against," McKinna said.
"Melbourne had won eight in a row at Etihad and we'd never won there. We enjoyed the win but the first thing I said was that if we don't get a result against Newcastle it means nothing. We need the same intensity and desire on Friday night that we showed in Melbourne.
"Bragging rights are on the line."
Central Coast take on Newcastle this Friday, August 14 at Bluetongue Stadium, 8:00pm local time kick-off.