Chris Martin's superb free-kick to earn a 1-0 home win over Bournemouth on February 22 was the last goal McClaren's men scored.
Derby's last effort from open play was Patrick Bamford's spectacular winner against Sheffield Wednesday at Hillsborough four days earlier.
The Rams travel to fellow promotion hopefuls Reading on Saturday and McClaren is optimistic of seeing the drought end.
"There's no doubt we have the players to score goals and things will turn for us sooner rather than later," said the Derby head coach.
"The players just need to keep believing they will score. We took risks to win the Bolton game on Tuesday night and the players showed belief and got in the right areas.
"We have had good fortune in the past when we won games maybe we shouldn't have and right now we're not winning the matches that we feel we should be, things just aren't falling for us right now.
"It will turn around, I have no doubt, especially with the group of players that we have."