The Magpies always looked a frontman short when they added only £14.5million Serbia international Aleksandar Mitrovic to their pool of attackers during the summer with injury having deprived McClaren of Papiss Cisse and Emmanuel Riviere for long periods during the first half of the campaign.
QPR's Charlie Austin was among the men the club actively courted to no avail with his £15million price-tag way beyond what they would have been prepared to pay, but with goals having been at a premium to date, they need to do something to either increase firepower, or at least provide better service for Mitrovic.
McClaren has been reticent when quizzed on the subject of the winter window, but asked if he could understand the desperation of fans to know the club's plans, he replied: "Absolutely. Absolutely.
"I understand fully where you're coming from, believe you me. I think I've said enough to say that we do need more goals and that we're working behind the scenes to address that."
Mitrovic is likely to lead the line again at Arsenal on Saturday as Newcastle attempt to end a three-game winless run, although the former Anderlecht player has only three goals to his name so far this season.
However, with Cisse visiting a London specialist for a second opinion on his groin injury and Riviere just back in training after a long-term knee problem, McClaren has little option.
The former England boss' assertion that the Frenchman will be like a new signing when he returns to the squad was greeted with scorn by fans who have seen him struggle to adapt to life in England's top flight.
But McClaren has simply not had a chance to watch Riviere in action yet and is keen to see what he has to offer.
He said: "I've only seen a week of him training, that's it. He's been injured ever since (he was appointed) so I've not seen him. I've just seen a couple of videos from last season.
"He seems a lad who gives 100 per cent, total effort and at the present moment we need to help Mitrovic.
"We know we're not scoring enough goals. We know, you know, everybody knows what we're doing. We're not scoring enough goals at the present moment."