With many labelling the defeat one of England's worst ever, and the tournament a major disappointment, it was no surprise that McClaren, who managed Newcastle United last season before he was sacked in the spring, was not so complimentary with his scores.
But Manchester United star Wayne Rooney was one player whose performances, and specifically where he was playing, were particularly strongly criticised by the 55-year-old.
"The midfield gamble didn't pay off," McClaren said on Sky, giving him a 5 out of 10 for the tournament. "Wayne's not a midfield player. He's an attacker and in the midfield role he was too deep.
"Against Iceland I think he took on too much responsibility. It's typical Wayne and you can't fault that but he was trying too hard. He was asked to play in midfield by Roy and he did it to the best of his ability which he will always do. He will do that if he's asked to play in goal, right back, left back or anywhere on the field.
"He can play anywhere on the field but he's our top goalscorer. He's 30-years-old so he's not over the hill. He's not past it, he's in his prime and he's playing in midfield. That's not for me. He should have been higher up the pitch."
Though it may be harsh words for Roy Hodgson and Louis van Gaal, whoever began moving Rooney into midfield, rather than the player himself, many felt the England captain was impressive in earlier performances in the tournament, commanding and creative in his new central role. But after being rested against Slovakia, he lost any momentum he seemed to have in France, and seemed to struggle massively in the second half against Iceland.