McGregor netted the winning goal on his debut for the Hoops in the Champions League qualifier with KR Reykjavik in Iceland on Tuesday night.
The 21-year-old's late strike in the KR Vollur Stadium has given the Scottish champions a great chance of progressing in Europe's top club competition.
The promising young midfielder's massive impact in his first competitive match for the Glasgow giants took many Celtic supporters aback.
But former Scotland player Kenny Burns saw him in action several times in England last season during his loan spell at League One club Notts County and was not surprised.
McGregor helped to keep the struggling Magpies up in the third tier and finished the 2013/14 campaign as their top scorer with 14 goals to his name.
Burns is confident he will continue to feature for Ronny Deila's side in the season ahead - and backed him to improve due to the quality of players alongside him in the team.
The double European Cup winner said: "Callum did very well for Notts County. They would have liked to have kept him. I think a lot of clubs down here in England would have liked to have got a hold of him.
"I think he helped to keep Notts County up."
Burns added: "Callum is busy. He knows where the goal is. When he gets a chance to score he can take it. The goalkeeper wasn't expecting that the other night.
"If you have a player who can defend and make tackles, then that is great. But if they score goals, it is a bonus.
"Callum is a bit lively. He is a boy who always poses a goal threat. And he is only going to come on playing for Celtic with the experienced players they have up there."
However, ex-Nottingham Forest star Burns predicted McGregor would not be a regular starter for Celtic and urged the player not to get downhearted if he is left out of the side.
He said: "I am sure Ronnie Deila has received reports on Callum and has seen what he is capable of. That is why he has given him his chance.
"But it is a big step up when you get into any first team whether it is at Drumchapel Amateurs, Notts County or Celtic.
"Callum won't play every week. I imagine he will just get in every now and again.
"But if he doesn't let himself get too disappointed by that, if he doesn't get too down by being dropped and somebody else coming in, he will get a chance.
"The manager now knows that he can do the business for him and will give him his fair share of chances."