Darren Ferguson's side have yet to win since securing promotion to the second tier and Mclean knows they need to stand up to the physical challenge of playing in a higher division.
He said: "The manager has already mentioned we have to be a bit more ruthless and that is right.
"We only know one way to play and that involves getting the ball down but we need to be able to mix it as well. You have to earn the right to play your football at this level and we are prepared to do it.
"We have found already that teams are clever and know how to defend leads so we have to be that bit more cute, work to keep clean sheets and take the chances when they come our way.
"We've had a good taste of life in the Championship in the first five games and seen what it is all about. No-one has been overawed and no-one has lost their confidence because we haven't been playing poorly and getting battered."