The Magpies fought back from a goal down to take the lead early in the second half before conceding late at St James' Park in an entertaining affair.
Grazing Pelle had the Saints ahead when he powered home a header from Cedric Soares' cross but the Toon levelled late in the opening half thanks to Papiss Cisse who slotted home from pointblank range.
Newcastle were ahead in the 48th minute when new arrival Georginio Wijnaldum got on the end of Gabriel Obertan's cross to fire past Maarten Stekelenburg in his English top flight debut but Shane Long came off the bench to allow the Saints to take home with them a point when nodding home Dusan Tadic's cross in the 79th minute.
After the match, McClaren spoke proudly of his team who he was coaching for the first time in the Premier League, suggesting there was plenty to work with.
"I didn't quite know what to expect and I was absolutely delighted with what I saw - I thought for 75 minutes the team were excellent," said McClaren.
'We have learned so much and can we get better? Most definitely."
Newcastle will now prepare for next weekend's clash with Swansea City at the Liberty Stadium.
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