The 2-1 defeat to Wales on Friday left them bottom of Group A, 11 points behind the joint leaders Belgium and Croatia.
Scotland assistant manager McGhee says though that whilst their chances of qualifying for the World Cup are all-but over, the players should be in no doubt that the trip to Serbia is still important.
"There are 1200 fans going over expecting us to fight to the end. It isn't over, the chances are remote but we have to be determine," he said.
"The players will be given a clear way of playing and they will understand the importance of playing for their country.
"There will be changes, some enforced, but there are five World Cup qualifiers still to play and it is a wonderful opportunity for the players as well to prove to the manager that they are ready to be in the next campaign, so we expect a committed performance."