McClaren was Jim Smith's assistant in 1995 when Derby last won seven on the spin and the club are looking upwards again going into Christmas only three points behind leaders Burnley.
Jamie Ward punished a defensive mix-up to put Derby ahead in the 13th minute and although Chris Martin had a penalty saved by Ross Turnbull 10 minutes before the break, Derby increased their lead when Simon Dawkins scored five minutes into the second half.
An own goal by Jake Buxton just after the hour gave Doncaster hope but Derby's quality up front always threatened more goals and Martin set up Craig Bryson to seal victory in the 77th minute.
It was a far cry from McClaren's first game in charge when they trailed 4-1 to Ipswich, and he said: "If you'd have said we would be in this position having just won seven in a row after that first half against Ipswich I would have said you are raving mad. I would have said you've gone off your heads.
"But that's happened and a lot of credit is down to the players.
"They could have taken a while to get over the shock of Nigel Clough going but they've taken to us quite well, they've done the work and prepared well and when they do that, this team can play football and score goals and that always gives you a chance of winning.
"I don't want to dampen expectations, I want there to be a buzz because that's what fans want but in the dressing room and the training ground, it's business as normal.
"As long as we stay that way and keep our feet on the ground, we can continue winning but the time we get sloppy and think we've made it, this game has a habit of cutting your legs off."
The only worry for McClaren was a knee injury to skipper Richard Keogh, and he expressed his concern, adding: "It's a big concern because he's been terrific for us.
"He locked and jarred his knee but hopefully it's not too serious and we'll know more on Monday or Tuesday."
Doncaster manager Paul Dickov was still upbeat despite a third successive defeat.
He said: "That's two weeks running that we've played ever so well. We came to a team whose form shows they are the best in the division at the minute and really took the game to them and caused them problems.
"Some of our football, especially in the second half, was top class. You talk about game defining moments and Theo (Robinson) was clean through and within seconds we are two nil down.
"There are lots of positives, they are one of the best passing teams in this division and we have more than matched them and out-passed them at times.
"The players showed a lot of quality on the ball and kept trying to do the right thing and I've got to be proud of them for that.
"But on the flip side we can't keep playing as well as we have done and defend the way we have for the goals. We are a young back four who are learning all the time and the goals we are conceding maybe shows that."