Danny Lennon's side were left shell-shocked as Celtic thumped them 5-0 on Saturday afternoon.
Defensive frailties were ruthlessly exploited by Celtic, and McLean knows that there will be a painful post-mortem now before the club can start to prepare for Dundee United this weekend.
"We'll watch the goals back again today and after a performance like that, it is not easy to sit through it," said the Scotland under-21 internationalist. "It was a horror show for us.
"You can look at Celtic and say that they played really well but what is frustrating from our point of view is how easy we made it for them. We made so many mistakes and they got their goals cheaply which you just can't afford to do against a quality team like that."
McLean and Scotland team-mate Tony Watt had spent the week at the under-21 Marbella training camp winding one another up about the clash between the two sides.
Watt completed Celtic's rout when he added a late fifth but by that time McLean could barely bear to look. Picking themselves up now is no laughing matter.
"Yeah, Tony and I are no longer on speaking terms after that," he joked. "But, seriously, we know that we can't let this one linger.
"When you come off a bad result like that it is very hard to take because we are professionals and no-one wants to be on the end of a scoreline like that – in the same way that Celtic won't when they play Barcelona in the Champions League.
"But it is essential we learn what we can and lift ourselves as quickly as we can.
"People might look at the game and say that we wouldn't expect to take points in a game like that, but we don't see it that way. What would be the point in playing if you thought you couldn't compete?"
Saints hosts Dundee United this weekend and McLean is looking for a positive result to get Lennon's side back on track.
"We don't want to get into a slump," he said. "It's been a decent start to the season, but it isn't easy to pick yourself up after that. It hurts as a player to be beaten by a scoreline like that.
"But once we get in and have a look at it today and talk through a few issues, we need to let it go. We can't change it and the only way we can make things better is by getting back onto the park and showing what we can do.
"To be honest, you just want to get your boots on and play again so that you can get the result out of your system."