Managing director Lee Charnley revealed when he announced McClaren's appointment back in June that the new head coach had been "heavily incentivised" to bring a first major trophy to St James' Park since the 1969 European Fairs Cup.
The Magpies launch their bid for Capital One Cup glory with a home second-round tie against League Two Northampton on Tuesday evening, with owner Mike Ashley having signalled a change in the club's previous policy of regarding the cup competitions as secondary to the Barclays Premier League.
But ask what the reward for glory might be, McClaren said with a smile: "I haven't got a clue what my bonus is!"
He added: "You should be heavily incentivised to win a cup, I think it is important. Whether this club had a policy that it was not bothered or it is, it is still important.
"It is still a football match and I hate losing.
"There are various hurdles in your career, whatever you do. To win that trophy was huge.
"From going from a number two to a number one, questions are always asked of you. Winning something just gives you that experience. You know then what it takes to win a cup.
"That is why the experience of winning a league was also important. I know now what it takes to win a league.
"I was fortunate to learn that early on as an assistant at Manchester United. I have been very fortunate in my career to have opportunities to win something."
MAN UTD 0 NEWCASTLE UTD 0
1. Tim Krul
18. Chancel Mbemba
27. Steven Taylor
2. Fabricio Coloccini
19. Massadio Haidara
8. Vurnon Anita
4. Jack Colback
17. Ayoze Perez 78'
5. Georginio Wijnaldum
14. Gabriel Obertan 69'
45. Aleksandar Mitrovic 88'
Subs
6. Mike Williamson
9. Papiss Cisse 88'
10. Siem de Jong
16. Rolando Aarons
20. Florian Thauvin 69'
24. Cheick Tiote 78'
26. Karl Darlow
Manchester United's need for attacking reinforcements was laid bare at Old Trafford as they stuttered to a goalless draw against Newcastle.
United dominated the opening 20 minutes, but failed to score on a frustrating afternoon for Louis van Gaal's team.
After a week in which they failed to land former target Pedro, United lacked a cutting edge up front.
Wayne Rooney's goal drought now stretches to 10 games. The captain thought he had put United ahead early on but his effort was ruled out for a marginal offside call.
The England captain had a shot blocked inside the area after the break, but otherwise failed to show he is the answer to United's scoring troubles.
It was not just Rooney who struggled in front of goal, however. Juan Mata and Memphis Depay also missed chances while Tim Krul performed some late heroics to deny substitute Javier Hernandez.
The result ended United's perfect start to the season and provided yet more evidence that Van Gaal needs to add more attacking players to his squad before the transfer window shuts in 10 days' time.
Rooney, who had scored 11 in 17 previous starts for United against Newcastle, looked to have ended his wait for a goal in the fourth minute when he latched on to Mata's through-ball and lifted the ball over Krul, but the goal was ruled out for offside
Despite his indifferent start to the season, Rooney's confidence was high. He drove a low shot at Krul from distance.
The Dutchman then pulled off a top save to deny Mata from a free-kick.
Steve McClaren, worried about his team's poor start, came down to the touchline from the directors box.
The Newcastle boss had every reason to be worried. His team were creaking under pressure from United's relentless attacking play. Mata and Rooney tested Krul again and Depay then rounded the Magpies' goalkeeper but was unable to finish.
As the first half progressed, Newcastle started coming back into the game.
Out of nowhere, Aleksandar Mitrovic leapt high to beat Matteo Darmian to the ball and rattle the bar.
Ayoze Perez then drilled a low shot wide after a mistake by Daley Blind.
United failed to take a grip of the game after the restart. Depay wasted a good chance by firing a free-kick into the wall.
Van Gaal brought Michael Carrick and Hernandez on for Bastian Schweinsteiger and Januzaj. Rooney dropped into the number 10 position, leaving Hernandez up front.
The Stretford End yelled "Attack! Attack! Attack!" Van Gaal's men obliged, but there was no breakthrough.
Steven Taylor blocked Rooney's volley in the box and Mata blazed way over the bar after being found by his captain with a deep cross.
Luke Shaw played a neat one-two with Morgan Schneiderlin before driving a low shot at Krul.
The Newcastle goalkeeper then pulled off the save of the match to deny Hernandez from eight yards.
Fabricio Coloccini blocked Antonio Valencia's shot, Chris Smalling struck the woodwork and a screamer from Carrick flew inches wide as United looked for another late goal at Old Trafford.
But it never came and Newcastle could have snatched all three points at the death had Papiss Cisse's cross been converted on the counter.
THE TOON'S GREATEST 100 PLAYERS ... EVER!
AMAZON: http://www.amazon.co.uk/The-Toons-Greatest-Players-EVER/dp/132629685X
This book is a collection of the 100 Greatest Newcastle United players of all time, as voted for by NewcastleUtd-Mad.co.uk readers and a panel of journalists who contribute to the website. The players are in an order of five-per-chapter, counting down from 100 to Newcastle United's greatest ever player (as viewed by the author), but the whole point of the book is for YOU (the reader) to decide who goes where. The list is not, by any means, definitive. As with all books of this nature, whether it be "Greatest Albums"; "Best Movies Of All Time"; or "Top 100 Pin-Ups Of The Year" ... no two people have exactly the same opinion. There will be controversy over who is on the list, and chances are, more controversy over who is not. Here are the best of the best. I have painted the picture with each player's profile. Where they end up in the league of NUFC's Greatest is up to you. Because YOU have the final word.
Otherwise ... if you want a signed copy (for a birthday, etc) for £9.95 and no postage ... you can meet me before a match and I will bring a copy along.
Get in touch: Kevnumad@fsmail.net
NEWCASTLE UNITED
Fri 10th July (8pm BST)
Gateshead FC 0 Newcastle Utd 1 (Cisse pen)
(First half): Darlow, Janmaat, Haidara, Lascelles, Williamson, Anita, Colback, Gouffran, Cisse, Sissoko, De Jong. (Second half): Woodman, Bigirimana, Satka, Good, Ferguson, Tiote, Obertan, Aarons, Perez, Armstrong, Riviere.
Tue 14th July (8pm CT)
Club Atlas (MEX) 2 Newcastle Utd 1 (Sissoko)
Krul (Darlow 46); Janmaat (Bigirimana 72), Williamson, Lascelles, Haidara (Ferguson 72); Anita, Colback; Sissoko (Obertan 72), de Jong (Perez 72), Gouffran (Aarons 72); Cisse (Armstrong 72).
Sat 18th July (8pm UTC)
Sacramento Republic FC (USA) 0 Newcastle Utd 1 (og)
Krul (Woodman 46), Janmaat, Williamson, Lascelles (Taylor 46), Haïdara, Anita, Colback, Sissoko, Obertan (Aarons 69), de Jong (Perez 69), Cissé (Wijnaldum 69).
Tue 21st July (7.30pm UTC)
Portland Timbers (USA) 4 Newcastle Utd 3 (Wijnaldum, Aarons 2)
Darlow (Woodman 46), Bigirimana, Satka, Ferguson, Aarons; Abeid (Anita 65), Wijnaldum (Janmaat 46), Gouffran (De Jong 76), Sissoko (Obertan 46), Ayoze, Cisse (Armstrong 46).
Sun 26th July (1pm BST)
Sheffield United 2 Newcastle Utd 2 (Wijnaldum, de Jong)
Krul, Janmaat, Williamson, Taylor (Lascelles 69), Haïdara, Anita (Obertan 59), Colback, Sissoko (Abeid 80), Wijnaldum (De Jong 73), Perez (Aarons 45), Cissé (Armstrong 80)
Wed 29th July (7.45pm BST)
York City 2 Newcastle Utd 1 (Perez)
Darlow (Elliot HT); Bigirimana, Lascelles, Satka, Ferguson; Abeid, Gouffran; Aarons (Kemen 59), De Jong, Perez; Mitrovic (Suddick 70)
Sat 1st August (3pm BST)
Newcastle Utd 0 Borussia Mönchengladbach 1
Krul, Janmaat (Mbemba 62), Williamson, Taylor, Haïdara, Anita (De Jong 75), Colback, Sissoko (Perez 81), Obertan (Aarons 62), Wijnaldum, Cissé (Mitrovic 62).
Sunday August 9
NEWCASTLE UTD 2 SOUTHAMPTON 2 (Cisse, Wijnaldum)
Krul, Janmaat, Mbemba, Coloccini, Haidara; Colback, Anita (Tiote, 67); Sissoko, Wijnaldum (De Jong, 81), Obertan; Cisse (Mitrovic, 75). Subs not used: Darlow, Taylor, Aarons, Perez.
Saturday August 15
SWANSEA CITY 2 NEWCASTLE UTD 0
Krul, Janmaat, Mbemba, Coloccini, Haidara, Anita, Colback, Sissoko (45' Taylor), Wijnaldum, Obertan (82' Mitrovic), Cisse (54' Aarons). Subs: Williamson, Perez, Tiote, Darlow
Saturday August 22
MANCHESTER UTD 0 NEWCASTLE UTD 0
Krul, Mbemba, Taylor, Coloccini, Haidara, Anita, Colback, Perez (78' Tiote), Wijnaldum, Obertan (69' Thauvin), Mitrovic (88' Cisse).
Subs: Williamson, de Jong, Aarons, Darlow
Tuesday August 26
NEWCASTLE UTD 4 NORTHAMPTON TOWN 1 (Thauvin, Janmaat, de Jong, Williamson
Darlow, Janmaat, Lascelles, Williamson, Haidara (78' Toney), Tiote, Gouffran, Aarons, de Jong, Thauvin (65' Mitrovic), Perez (72' Colback).
Subs: Dummett, Wijnaldum, Mbemba, Elliot.
Saturday August 29
12:45 Newcastle United v Arsenal
Monday September 14
20:00 West Ham United v Newcastle United
Saturday September 19
15:00 Newcastle United v Watford
Saturday September 26
17:30 Newcastle United v Chelsea