A superb second-half strike from Chile international Jean Beausejour was enough to give Wigan victory which takes them to three points off the top six
Derby failed to score for the first time since McClaren became head coach at the end of September.
"We were done by a sucker punch and Wigan came to stop us playing and frustrate us," McClaren said.
"It was going to be one of those games and I said at half-time it would be won or lost on a set play. Wigan will say they did a great job on Derby and we have to make sure we pay greater attention to details.
"But at the end of the day, we've had good fortune over the recent months and won games when maybe we could have drawn or lost so I've got no complaints.
"We didn't do enough to win this game, although I didn't think we deserved to lose it and it's a harsh lesson."
The consolation for McClaren is that Manchester United have extended the loan on defender Michael Keane until the end of January and he is also hoping to sign Dawkins on a permanent deal from Spurs this month.
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