The former England manager saw a sparkling attacking performance rewarded with goals by Chris Martin, Johnny Russell and Will Hughes that secured Derby's first home Sky Bet Championship victory of the season.
Jason Pearce had given the visitors hope with a header on the stroke of half-time but Leeds were second-best and have not beaten Derby since September 2005.
Derby's new head coach started by watching from the stands with first-team coach Paul Simpson prowling the technical area as Derby almost scored in the third minute when Hughes lobbed just over following a scuffed clearance by goalkeeper Paddy Kenny.
Derby were moving the ball around confidently but Leeds missed a great chance in the 10th minute when a cross from the left fell invitingly to Rodolph Austin eight yards out but he fired high over the crossbar.
Leeds were given a lesson in finishing when the home side scored twice in the space of three minutes.
Craig Bryson and Martin combined to open up Leeds in the 20th minute and when the ball broke to Martin, he drove it into the roof of the net from 10 yards.
The second was even better as Derby broke up a Leeds attack and swept upfield for Hughes to play in Martin whose back-heel set up Russell for a low shot across Kenny from 12 yards.
Leeds had to get back in the game before half-time and they did in the 45th minute when Lee Grant failed to get to a cross and the ball dropped for Pearce to head into the unguarded net.
The announcement of a 26,000-plus crowd, Derby's biggest of the season, was greeted by the visiting fans with chants of "you're only here to watch the Leeds" but the home side created another opening when Hughes set up Martin for a goalbound shot that struck a defender.
Bryson and Martin exchanged passes to give Russell a shooting chance which he dragged wide and Leeds were struggling to deal with the fluid movement of Derby's attacking play.
McClaren appeared in the technical area midway through the second half to urge his side on and was rewarded with another excellent goal 12 minutes from the end.
Bryson was again involved in another quick Derby attack and when he slipped the ball inside to Hughes, the teenager glided past a challenge before placing a shot into Kenny's top left corner from 15 yards.
That signalled the end for Leeds, whose remarkable losing streak to Derby continues while McClaren will have been grateful to end his club's barren home run in the Championship.