McClaren's side took an early lead at Selhurst Park but quickly capitulated, with shoddy defending contributing to a humiliating defeat against former boss Alan Pardew's team.
The fans that had made trip to London could be heard lambasting the players from the stands, and the coach has no qualms with their views.
When asked if the fans were still behind the team, McClaren said: "I can understand that after today, probably not.
"They vented their frustration and disappointment and anger and rightly so. There's only one group of people who can turn that around and it's us, the coaches and the players.
"Just to say, were as disappointed and hurt and angry as them but we've got to work it out and work it through and well do that."
With Sunderland defeating Stoke 2-0, Newcastle slipped into the Premier League relegation zone.
