The Scots are bottom of Group A with two points from five games and 11 points behind Group A leaders Belgium, following the 2-1 defeat by Wales at Hampden Park on Friday night.
Before flying out from Glasgow Airport on Monday ahead of the qualifier away to Serbia on Tuesday night, McGhee said: "There are 1200 fans going over expecting us to fight to the end. It isn't over, the chances are remote but we have to be determined."
He added: "The players will be given a clear way of playing and they will understand the importance of playing for their country.
"There will be changes, some enforced, but there are five World Cup qualifiers still to play and it is a wonderful opportunity for the players as well to prove to the manager that they are ready to be in the next campaign, so we expect a committed performance."
Robert Snodgrass is suspended after being sent off against Wales on Friday night.
Norwich defender Russell Martin did not travel due to a hamstring problem, and nor did Kris Commons owing to what are understood to be personal reasons.
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