Stuart Pearce's team had to come from a goal down to prevail 2-1 in Prilep, after Agim Ibraimi had put the hosts 1-0 up.
Stuart Pearce: "The game was played in very difficult conditions for both sets of players, it was very warm out there.
"It was a tough game for us, that's for sure. Macedonia played very well and I'm pleased with the attitude of my players to keep going right up to the last minute and eventually win the match.
"Sometimes in matches, mistakes are forced upon teams when the pressure is raised and that's what we did in the second half, but we know we need to make big improvements and the more time we have together the better our team will become.
"With a new group of players, because we went to the finals in the summer, we've only had two matches together; this one and the one in Holland last month.
"The more matches we have together I think the better they will become. I feel as though we'll be a stronger side when we play on Tuesday.
"We have some players who were with us in the summer, others who are fresh into this squad, so in an ideal world for me, it would have been nice to have four or five matches before the competitive games start - but we don't have that luxury.
"So I'm pleased we have won this match away from home and I think we'll learn a lot more about our players in the upcoming matches, we have four more really important qualifiers before Christmas."