The 30-year-old Senegal international was the subject of persistent speculation over the summer and continues to be linked with clubs in the Middle East, where the transfer window does not close until later this month.
However McClaren, who needs his experienced frontman now more than ever following Aleksandar Mitrovic's dismissal against Arsenal, is adamant he is simply not for sale.
The head coach said: "He's not going anywhere. I came here and there was a lot of debate and talk about Papiss coming or going and whether he would be staying.
"I said to [managing director] Lee Charnley, if you look at his record it's fantastic. Eleven goals in 22 games [last season] was fantastic and, to be perfectly honest, he was the one who was missed when the team weren't winning those games.
"He's a threat. He's a goalscorer. When you've got Papiss in the team you always have a chance of winning games, and I think that's what he did last season.
"I think Newcastle have a better chance of winning with Papiss in the team. He played the first two games and not the last two, but we hope he comes back ready to prove a point."
Cisse wants to leave and his agent has been working overtime to get him a move away.