The Black Cats moved six points clear of the Premier League relegation zone with a 1-0 win over Everton, their first victory over the Toffees since 2001.
McClean told the club's official website: "It was a battle today; we put in a great performance and got another three points on the board, which is huge for us.
"There's no doubt about it, there's a new found confidence in the team – the manager's instilled that into the players.
"He's come in and given everybody a lift and given us the confidence that we were lacking as a team."
Following their win over David Moyes's side, Sunderland are now 14th in the table.