Bristol City eased to a 3-0 victory at Loftus Road on Tuesday night, leaving QPR at the bottom of the standings with no points and having conceded 13 goals.
McClaren and his side were booed off at the full-time whistle, but the former England boss feels that his team will improve as the season progresses.
The 57-year-old is quoted by BBC Sport as saying: "I knew this was a tough job and it wouldn't happen overnight. [Being booed] is society now. It's the reaction and this is normal.
"The message to the supporters, and it's a difficult one, is patience. Am I determined to put this right? Yes."
QPR are next in action when they host Wigan Athletic on Saturday afternoon.