The Baggies have endured a dismal campaign in England's top flight and although the club rallied under the guidance of caretaker boss Darren Moore, the West Midlands outfit missed out on safety by five points.
McClean featured in 30 of West Brom's league fixtures this season, and the Republic of Ireland international has acknowledged that he and his teammates have fallen short of expectations.
On Instagram, the 29-year-old said: "Extremely difficult to put anything positive on this season, it is what it is and that's been unacceptable, can blame it one reason or another but reality is over course of a season we fell well below the expectations from everyone at the club and the fans.
"Like to thank the fans for their continued support throughout the season for sticking by us as a team when at times it would have been very easy not to, we share your frustrations and hurt i can promise you that, having said that from the minute Mooro and his coaching staff came in, I hope it's been shown that there is hope to rebuild and not all is lost for what lies ahead next season but also beyond and for that, all credit goes to them."
West Brom are still to make a decision over a new manager ahead of their return to the Championship.