"I don't dwell on being allowed to go elsewhere but when I heard fans saying on phone-ins Rangers should go back in for me in the transfer window I knew in my heart of hearts the answer would have been 'no' if anyone had called me," McCormack told the Daily Record.
"It made me feel proud to hear the Rangers supporters say those things but the idea would never have crossed my mind.
The striker has previous experience of English football having been sent on loan to Doncaster by Rangers during the 2005/06 season and he feels that he equipped himself well during his time with the League One club.
"I got knocked about a fair bit by defenders who would look at me when I was lying on the ground and say, 'You're not at Rangers now kid'," he said.
"But I scored five goals in those 12 starts and that started the process of getting the opportunity to show what I could do.
"That was denied me at Ibrox but the most important thing was that I felt wanted at Doncaster."
McCormack is also hoping that his time at Wigan will help him to secure a move to a bigger club in the future, following in the footsteps of fellow Scot Alan Hutton who made a high-profile move to Tottenham during the recent transfer window.
"But he decided to move on as well. Now Steve Bruce has told me he doesn't mind if I use Wigan as a stepping stone to an even bigger club down south."