He hit a new low on Sunday afternoon, though.
Defeat to Raith Rovers in the Ramsdens Cup final was the latest embarrassment to hit Ally McCoist and his players since they began their journey back to the top of Scottish football last season.
Third Division defeats, a cup exit at Forfar, a draw with Albion Rovers, even the pain of administration … it was all topped by John Baird's late winner at Easter Road.
For a man who has strode out with pride in a Uefa Cup final and has won a host of domestic honours, a Ramsdens medal would not have ranked among the greatest triumphs of McCulloch's career.
But the pain of defeat has hit him hard and left him having to recover from a blow few saw coming as McCoist's side let themselves, and the Light Blue legions, down.
"I would say hearing the full time whistle, it was definitely the lowest point in my career," the Ibrox captain said.
"I'm factoring in it all. That has been the lowest point in my career after that game on Sunday. And I'm only speaking on behalf of myself, not anyone else. For me personally, it doesn't get much lower.
"I don't want to take anything away from Raith Rovers, but that was just how I felt.
"I didn't know what I was doing [at full time]. My first thought was I needed to show a bit of respect to the team that's won, so I shook their hands. Then I think I tried to get back to the dressing room just to get away from it all, but I was told I wasn't allowed.
"So I sat somewhere, I can't remember where. I went up for the medal and we just came in.
"The dressing room, as you would expect, wasn't the best place to be."
A couple of days may have past since Rangers' shock final defeat but the dust has yet to fully settle on an afternoon to forget for McCoist, his players and a disgruntled support.
It is the manager who has taken the brunt of the blame in the aftermath of Rovers' extra-time winner, with some fans questioning if the Light Blues legend is the man to lead them back to the top.
But McCulloch insists the Ibrox squad must take their share of the responsibility and have a duty to up their game for Saturday's Scottish Cup clash with Dundee United.
He said: "Yes, definitely [the players owe the manager a performance]. This weekend, the players obviously owe the manager for the support he has shown us, myself in particular, over the past couple of years with administration.
"It would be great to give him a bit back. Also, after the support we took to Easter Road last week, it would be great to give the fans something to shout about after a tough week for them.
"We want to produce better results than what we did last week. That's obvious. We owe it to each other as players, we owe it to the management and we owe it to the fans.
"Hopefully, we can go and get the result at the weekend that we need.
"We are going to need men, we are going to need leaders and what a chance we have for players to show those attributes."
McCulloch is not the only Rangers diehard still feeling the pain of Sunday's no-show.
Around 17,000 fans made the trip to the Capital only to be let down by McCoist's side as the champions turned in an abject display on the big stage.
Another bumper crowd will cheer them on this weekend when United visit Ibrox with a final berth on the line and the skipper has urged the Light Blue legions to play their part.
McCulloch said: "I have been here long enough to know that without the fans the club is nothing. We need them and we are going to need them at the weekend.
"I have no doubts they will come and support the team as they always do. In the past couple of years, the support they have shown has been the best I have ever experienced.
"Sunday was a real low. I know there were thousands of fans let down and so is the dressing room."
It was United who knocked Rangers out of the Scottish Cup last season, as Jackie McNamara's side eased to a 3-0 Tannadice triumph.
But McCulloch reckons Rangers are better equipped to deal with the Tangerine threats ahead of Saturday's eagerly anticipated clash.
He said: "I think we've got a little bit more experience.
"We've taken arguably their best player in Jon Daly, so it's one we can do all the talking. We can sit and talk forever, but it's all about just what happens on the day.
"Hopefully, we will go and do our talking on the pitch."