Walter Smith has every sympathy for any manager who finds himself under pressure and battling to save his job.
McGhee was this week given a vote of confidence by the Dons board after a question mark was left hanging over his position following a 9-0 thrashing against Celtic and the midweek defeat by Inverness.
He said: "Mark is an experienced enough manager to know if you are not getting good results, then your job comes under scrutiny.
"That would have been the case prior to last Saturday's game, because of the number of points Aberdeen have taken.
"Mark, like the rest of us, if results don't go his way, would come under pressure. That's what happens and that's what we have to handle.
"He has been handling that and it's not an easy circumstance for any of us to do on a personal basis. You hope in your career it doesn't happen to you too often.
"It's always an awkward time and managers always feel for another manager who is placed in that kind of predicament.
"It's not nice for them, it's not nice for their family, but it's part and parcel of the job and we just have to get on with it.