The Magpies saw out 2015 by losing 1-0 at The Hawthorns, with Darlow at fault for the game's only goal having failed to gather Darren Fletcher's effort 12 minutes from time.
In his debut in the League Cup against Northampton he looked a bag of nerves, three times sending goal kicks out of bounds to gift Northampton a throw-in.
He was no better against Albion at the weekend.
However, McClaren was keen to focus on other aspects of Darlow's performance on what was his league debut for the club, giving the under-fire keeper a vote of confidence ahead of Saturday's match against Arsenal.
"We have just shown a review of the game and there were some defining moments in the game," he is quoted as saying by PA.
"In the first half, he made a terrific save from James Morrison low to his right which kept the score at 0-0. We had a thousand set plays against us, he dealt with that very well and it's just one of those things that happen.
"Karl Darlow is a very good goalkeeper and I have every confidence in him."