The USA international was speaking after their 1-1 draw with Roma.
He said: "Do we regret not winning? Yes, it was fun today, but there was also a lot of work to do. Today we worked for each other, we had several chances and we didn't score. We're not happy though, we needed a win."
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McKennie also said: "I still have one year left on my contract, the renewal issue is on the agenda and my agents are talking to Juventus. I hope to stay. I'm thinking about the team, obviously we want to win the Scudetto again.
"Be part of and return to the Champions League, as it was before at Juventus. As the story goes."