McClaren watched Derby do everything but score against a Bolton team that had won their last three games but were forced to defend in numbers for much of the night.
There were few clear-cut chances but Jamie Ward was only inches away from giving Derby the lead in the 37th minute with a shot from 15 yards that beat Adam Bogdan but flashed just wide.
Andre Moritz tested Derby goalkeeper Lee Grant with a 20-yard shot in the first half but the home side dominated and Craig Bryson forced Bogdan into a sprawling save in the 53rd minute.
Bryson finally opened up Bolton in the third minute of added time with a clever back-heel but substitute Conor Sammon fired straight at Bogdan to leave the home fans and McClaren frustrated.
"It was a great performance, we dominated from start to finish and there was great determination from the players against a Bolton side that had scored 11 goals in their last three games," McClaren said.
"We played great football and switched the play, got crosses in and played very well. I couldn't fault it. I was just sat there waiting for the goal to go in but at the moment it's not going for us.
"A few weeks ago we were winning games in the last minute but it will turn, we have players who can score and I'm just pleased with the attitude of the players and we deserved to win the game."
After defeats in their last two games, a draw was an improvement for Derby.
"I think any point at this stage of the season is important and it was important we didn't lose and gave a reaction," McClaren said.
"It was important we gave a performance and I can't fault it. Our play was controlled, patient and was everything that should have won the game."
Bolton manager Dougie Freedman admitted his team had to dig deep to deny Derby victory.
"We had to reshape very quickly because Derby produced a very good attacking display, probably one of the best I've witnessed this season," Freedman said.
"They passed it and moved very well so we had to make sure we defended well which we did to get a very good point and one we should be proud of.
"It's a very good point for us because Derby are fighting for promotion and three months ago that wouldn't have happened to us.
"We showed a resilience in our defending and I'm very proud of that point because it was one we would not have got earlier in the season.
"It was a fantastic display by Derby and they are probably disappointed they didn't win but you can't fault our effort or commitment."