The former England boss had overseen Derby's impressive record of ten victoris in thirteen games prior to the visit of the Latics.
However Jean Beausejour's superb second half strike sealed a terrific away win for the Latics.
"We were done by a sucker punch and Wigan came to stop us playing and frustrate us," McClaren said.
"It was going to be one of those games and I said at half-time it would be won or lost on a set play. Wigan will say they did a great job on Derby and we have to make sure we pay greater attention to details.
"But at the end of the day, we've had good fortune over the recent months and won games when maybe we could have drawn or lost so I've got no complaints. We didn't do enough to win this game, although I didn't think we deserved to lose it and it's a harsh lesson."