The former Championship side are in danger of drifting back into the second tier of English football due to their position at the bottom of the table.
"The biggest lesson we have learned this season is that games are decided by fine margins," Sky Sports News quotes McAnuff as saying.
"I thought we started the Southampton game very well and were very positive, but unfortunately they got the first goal and went on to win.
"But it wasn't through lack of effort and we'll make sure between now and the end of the season we'll put the effort in and we'll see where it takes us."
Reading take on Liverpool at the Madejski Stadium this Saturday.