The Tricky Trees were 4-0 at half-time, before eventually slumping to a 5-1 defeat a Turf Moor.
After the match McClaren insisted that things must change at the City Ground soon.
"Something drastic has to be done because we can't carry on like this," the boss told reporters.
"Everything will be questioned now and everything will be looked at. There is no excuses from anybody, that was a rubbish performance."
McClaren took over the managerial position at Forest in June.