The Midlands club earned a valuable 2-1 win at home against Lille to take to the return leg in France.
However, McGinn felt they could have scored more goals and given themselves more of a cushion for the second game.
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He stated post-game, "It was quite up and down, and the stadium felt quite flat at the end. It's important to recognise it's a victory against a very good team.
"Lille played really well tonight and I think they showed us how tough it's going to be next week. But we're in the quarter-finals and while we'd have preferred it to be 2-0, a win's a win.
"The manager was very frustrated about what happened at the weekend, letting Brentford back into the game. They're a very good side but we allowed them back in, we relaxed a bit and that's just not acceptable when you're chasing what we're chasing. We've got a lot of improving to do."