Middlesbrough have impressed recently to move into third place in the Championship table and McDonald believes that his team can overcome their North East rivals and knock them out of the Capital One Cup.
McDonald said: "We went there last season in the cup and gave them a scare and we should have won the game - and for me, we're a better team now.
"The dynamics of the team are very different. We've got attacking options now. You look around the changing room and you see players who can create chances and players who can score.
"I'm sure we can be a threat to them. We're going there confident and with real momentum."
The 29-year-old striker has scored three goals in four appearances this season.