The former England coach saw his side battle for a point from a 1-1 draw at Leeds and declared: "The season begins for us now. We have done nothing yet. We've got a ticket for the lottery and we hope it is the lucky one."
McClaren made six changes but Simon Dawkins took just six minutes to shoot the Rams ahead.
Matt Smith equalised from Ross McCormack's assist five minutes into the second half, but McClaren said: "We wanted to turn in a performance and be hard to beat and we did that.
"They gave us a hard test but we showed tremendous attitude."
McClaren confirmed that all his players had come through without injury and added: "The games against Brighton are like two cup ties.
"Over the last few weeks we have cemented our place in the play-offs and our level of performance hasn't dropped, but we are taking nothing for granted.
"Brighton will be buzzing after defeating Nottingham Forest and qualifying for the play-offs so we will take that into account.
"When I took the job I would have said you were mad if you had told me we would finish where we are, but the players have been magnificent, adding consistency to their game."
Leeds concluded a disappointing campaign with 10 points out of 15 since the club's ownership was sorted out to finish 15th in the table.
Manager Brian McDermott said: "Since things have settled down our record equates to 92 points over a season.
"We played some really good stuff against Derby who are the team to beat in the play-offs.
"There are a lot of reasons for where we finished and they are not excuses. We are not where we want to be yet. We just need a stable environment and with the new ownership situation these are exciting times for Leeds United."
McDermott's future as Leeds manager remains to be confirmed but he is upbeat and said: "I have to talk to the owner and take things from there.
"I am itching to start planning and preparing for next season. It drives you on when you see nearly 30,000 supporters in the ground. They don't give up and the Leeds United manager won't give up."
After their poor start, Leeds had two penalty claims rejected. Michael Tonge argued that Richard Keogh handled his 20 yard shot as the interval approached and Smith claimed he was impeded as he ran through the penalty box two minutes after scoring.
Derby defended manfully at times against the threat of Smith and McCormack - a quality that should stand them in good stead as they reach out for promotion.