Craig Dawson's goal put the home side ahead only for late strikers from Michael Flynn and Scott Neilson to win it for the Bantams.
"Both managers took the game seriously and set out to win it," McCall said. "There were spells when they were dangerous and spells when we were dangerous.
"I felt we grew stronger and stronger in the second half though Simon Eastwood pulled off a good save at 1-0.
"We showed a lot of good qualities and I'm really pleased with the result because this is never an easy place to come. When we saw their teamsheet and the side they were putting out, we knew it was not going to be easy.
"We were outstanding at the back but there were good performances all over the park. We can take confidence from this."