Boro improved their chances of staying in the second tier with a 1-1 draw with Nottingham Forest on Tuesday that left them six points above the relegation zone.
But with trips to Reading and Portsmouth pencilled in either side of a visit from Derby County, McDonald says Boro need to start winning quickly to put League One concerns to bed.
It looked as if Forest were to be defeated, but then Dele Adebola arrived in the box in the second minute of injurytime to cancel out McDonald's opener.
Adebola's goal arrived against the run of play, leaving McDonald to reflect on the sixth occasion this season in which Middlesbrough have conceded in stoppage time, which has cost them six points and an FA Cup run.
It was enough to make you feel sick. Everyone involved with this club must feel the same, the players were inconsolable in the dressing room afterwards,
he said. Someone up there just doesn't like us, hopefully that will change soon.
It hurts me, it hurts us all.
We are not that far off from these top teams in this division.
The only thing off has been the results. If you can put a run together in this league then you are up there.
We have picked up things along the way, but not been able to maintain it. That's the story of our season. We have a lot to fight for, we are not out of trouble.
What did hearten McDonald and his manager, Tony Mowbray, was Boro's improvement in defence after conceding nine goals in their previous three matches.
Seb Hines and Jonathan Grounds were both solid at the heart of the defence, while full-backs Tony McMahon and Joe Bennett were sound until the dying stages.
And with a midfield working tirelessly to get back when Middlesbrough moved forward, Mowbray is keen for that approach to be repeated until the end of the season.
But McDonald has also been encouraged by what has been happening in an attacking sense.
The Australian's eighth goal of the season against Forest came ten days after he found the net at Millwall, in a game that also saw Leroy Lita find the target.
McDonald feels the Lita-Mc- Donald partnership is showing signs of significant improvement after the pair accompanied each other for four matches in a row.
I hope we are starting to look a pair, said McDonald.
The manager said a couple of words to us about it.
Leroy is capable of winning everything in the air, like he did against Forest, and he is not the biggest of lads either.
When he does that, we can feed off the second ball. That was the case on Tuesday and hopefully that is something we can build on because you saw how many chances we created because of his knock downs.
Boro fans can sign up to attend a special night with Tony Mowbray at the Riverside on Monday, March 14.
The Boro manager will be taking part in a Supporters' Club question-and-answer session from 7.30pm, with non-members encouraged to attend free of charge.
With space strictly limited, non-members who would like to attend must email their interest to email@example.com, listing the names of all those in their party who would like to attend. They will receive a return email confirming their successful application.
Supporters' Club members need not apply in advance, and the minimum age for those attending is seven years old.
Annual membership to the Supporters' Club is £6 (adults) and £2 (Under-16s). Anyone who would like to join on the night is asked to bring along two passport-sized photographs.