McGregor quickly turned his attention to Saturday's trip to Aberdeen, where the Gers have not won since Paul Le Guen's side recorded a 2-1 victory in December 2006.
Rangers have a one-point lead over Old Firm rivals Celtic at the top of the SPL with a game in hand and the Ibrox number one insists the focus has to turn to Pittodrie in order to at least maintain that advantage.
"We need to forget about Europe now," he told Rangers World.
"It's on the back-burner because we have to get ready for Aberdeen.
"We will certainly need to put on a better performance on Saturday and start with a better tempo and take the game to them.
"They are hard to beat up there because they always seem to raise their game when either of the Old Firm comes to town.
"I think they feel they have nothing to lose so they may as well have a go, so that makes it a difficult game.
"But we have got ourselves in front in the SPL and we want to stay there.
"It was a bit topsy-turvy last year but we want to stamp our authority on the league this year."
McGregor will take no comfort from his fine performance against Stuttgart.
As the Ibrox side ran out of steam towards the end of their third home defeat in Group G of their Champions League campaign, he made a string of saves to prevent a heavier defeat.
"I'm not really pleased that I made a few saves," McGregor said.
"It's about the team. I'm just gutted at the moment to be honest.
"I don't think we started that great and I felt we gave them too much respect.
"I thought we were quite poor in the first 15 minutes in terms of keeping the ball and passing it.
"They seemed to score just as we were getting into the game. It happens all the time with us.
"We seem to wait for something to happen to spark us into gear but we can't do that in these matches."