McClaren's men, who slipped into the bottom three prior to kick-off due to results elsewhere, appeared to be on their way to a goalless draw at St James' Park, but Tom Cleverley popped up well into stoppage time to head home a dramatic winner.
"The last header of the game... I'm more disappointed for that set of players because they gave everything. You talk about 100 per cent, they gave that. They didn't deserve to lose," McClaren told BBC Sport.
"It's a cruel way to do it. All we can do is pick ourselves up. The crowd were magnificent and appreciated that the players gave everything.
"I thought there was some great defending and Robbie Elliot was great in goal. Some of our attacking play in the second half... If we'd have scored first we'd probably have won.
"They're down. They gave so much. That has to be appreciated. I told them I see a team in there. We'll win games and get lucky sometimes. If we carry on like that we'll have a stronger second half [of the season]."
Midfielder Jack Colback, meanwhile, was equally downbeat, but believes Newcastle are on the up.
"It's a tough one to take. A bitter pill to swallow. That's football I suppose," he added.
"They caused us problems. They're a really good team, they move you into positions you don't want to go to. But we grew into it and came out better in the second half. I'd say a draw would have been fair.
"It's not been a great year but things have been picking up."
