McClaren left the United coaching team over the summer after two seasons with Ten Hag.
He told Sky Sports: "On many, many occasions. After Brighton and Brentford (fans were) calling for his head after two games, and then (we) beat Liverpool 3-0.
"I remember last season, Crystal Palace 4-0, it could have been 8-0 and thinking that this is the end but (then) winning the next four games culminating in a cup final again and winning the cup.
"Erik is that kind of person who has the qualities to stick to the process. I was there at the beginning of the season when all this was going on – the recruitment, the thing with Ineos bringing in different coaches and I remember leaving there and the atmosphere was great.
"The atmosphere was great and the players they were recruiting were very good and the squad was building and developing.
"I thought they were bringing in good coaches with Ruud van Nistelrooy, Rene Hake and I thought there was a really good positive atmosphere and I think the season started like that.
"Then they have stuttered but that is what happens in football, it happens at big clubs and Erik has proved over the last two years that we have been through this many times.
"Many times we used to sit in that canteen at breakfast with a cup of tea with crisis after crisis but somehow continuing to do the work, continuing the process and coming out with a win at a vital time."