In the wake of the parcel bombs sent to Celtic manager Neil Lennon and two other high-profile Bhoys supporters this week, allied to previous death threats to Lennon, bullets sent to two Celtic players in January and Uefa's investigation into sectarian singing at Rangers matches, McGhee recalled some Old Firm abuse and said: "I thought at times about just walking off the pitch during a game but never in a million years would I have had the bottle to do it.
"Maybe it wouldn't have been the right thing to do anyway, but doing something like that, making some kind of protest, takes a tremendous amount of courage - just look at Tommie Smith and John Carlos and their Black Power salute at the Olympics.
"I would talk about the issue with one or two of the players, thinkers like Roy Aitken and Brian McClair, who were capable of discussing the political ramifications.
"People in England ask me about the Old Firm but it's difficult to explain. You can't excuse it.
"It's like a self-destruct thing and outsiders can't understand why we'd want to do this to each other.
"It's not something I've heard mentioned when the topic of Celtic and Rangers playing in England is being discussed but there's no doubt that it'll be in people's minds.
"Sunday at Ibrox sees the seventh Old Firm derby of the season and all eyes will be on this game even more than ever, not just because of the Uefa charges against Rangers but because of what's happened this week.
"Uefa and everyone else will be waiting to see what it's going to be like. There could be strong implications for both clubs about their fans' behaviour. Regardless of what's happened this week, the two sets of supporters have to be on absolutely their best behaviour for their clubs' sakes.'
"There needs to be an honest declaration along the lines of: 'This is football, it's not politics or religion' and they must disenfranchise themselves from all of that."