Playing against Blackburn, the Midlands outfit fell behind to a Mauro Formica goal after 20 minutes, before Steven Fletcher's strike put them back on level terms. Stephen Ward was able to put Wolves ahead after the break, when Blackburn goalkeeper Paul Robinson was unable to hold on to Kevin Doyle's spot-kick.
"It's a great start, you can't ask for much more than that," McCarthy told reporters. "I'm pleased with the performance as well because I thought we played well.
"It's kind of known if you go behind in the Premier League you don't often come back, especially away from home, but I thought it was the first bit of quality we produced for the equaliser.
"The game was end-to-end and quite an open game. But it’s only one down, 37 to go."
Wolves will next face Martin Jol's Fulham side at home on Sunday, August 21.