Wanderers secured top-flight status with last weekend's 1-0 victory over QPR and will almost certainly clinch the Championship title either this Saturday or on the final day of the season.
But with points left to play for and an influence still to be had, namely against relegation-threatened Barnsley this weekend, McCarthy told the club's official website: "We've got to keep our professional face. Sometimes it's a real dour side to make sure it's done properly.
"We've got games to play and there is still a job to do here. I haven't really relaxed yet. I actually think it will sink in after the last game more so.
"I'm still at pains to make sure we do things right. So I haven't actually thrown my cap up in the air yet and lost it.
"The lads have had to come in and get themselves going again after a good weekend, which they deserved. But it's back to it now and anyone not pulling their finger out on Thursday won't play Saturday. We want to do it right."