McClaren, now in charge of QPR. lasted less than a season on Tyneside.
"It wasn't a failure because of any one person, it was a combination of which I was also a part of," McClaren said.
"Someone said to me nostalgia gets in the way of the future, and I'm still thinking about that. I don't look back too often, but ingrained in the back of my head are all of those experiences which, when I need them, suddenly they come to the forefront, and I remember.
"That leads to sleepless nights, but that's part and parcel of the job. I just want to make players better, make coaches better, and help QPR to achieve what they want to achieve, for as long as we can.
"That didn't look very long two or three months ago [when QPR were struggling], and still we need to keep our feet on the ground because I know better than most that, in football, things change very, very quickly."