McGregor picked up the man of the match award for an inspired display between the sticks in the Group A showdown with Macedonia last night.
However, the Besiktas keeper was helpless to prevent the national team being held to a hugely disappointing 1-1 draw at Hampden. The result against the group minnows followed hard on the heels of a poor 0-0 draw with Serbia at the National Stadium on Saturday.
Craig Levein's team is third-bottom in their qualifying section but ex-Rangers star McGregor insists Scotland can bounce back from their bad start and book their place in the finals in South America against all the odds.
"I think the situation is definitely salvageable," he said. "We believe in ourselves. The boys all have belief and the manager believes in us.
"Remember, we have only played two games. There are a lot of games and a lot of points still to be played for. Anything can happen. This section could go right to the wire.
"It is just unfortunate that we didn't get off to a good start against Macedonia last night. But there are no bad teams at international level. They are all good teams.
"Yes, the game against Macedonia was at home and, yes, we probably should have played better and picked up more points from our opening two fixtures.
"But it is not the end of the world and it certainly isn't the end of our hopes of getting to the World Cup finals in two years time. We can still get to the finals."
McGregor and his Scotland team-mates were booed off the park by their own supporters last night for the second time in four days. And the 30-year-old has appealed to the Tartan Army to remain firmly behind the players and under-fire manager Levein in their games against Belgium and Wales next month.
He said: "We need everybody to get behind us again rather than going the other way and getting on our backs.
"I know the reaction to these results will not be good. I know that everyone will be saying that our chances of getting to the finals will be gone.
"But, as I say, we believe in ourselves, we believe we are good enough to turn this around and qualify. I just hope that the fans stay right behind us in the games we have to come as well."
Wales – our next Group A opponents on Friday, October 12 – were thrashed 6-1 by Serbia in Novi Sad.
Aleksandar Kolarov and Zoran Tosic put the home side ahead before Gareth Bale replied.
Filip Djuricic hit Serbia's third before the break and Dusan Tadic, Branislav Ivanovic and Miralem Sulejmani completed the rout.
Belgium fell behind to an Ivan Perisic goal for Croatia in Brussels but secured a 1-1 draw through Guillaume Gillet.