The experienced Scot had to listen to chants of "What a load of rubbish" and "We want our Rovers back" as he and his beaten team left the pitch at the Memorial Stadium after losing 1-0 to Dagenham & Redbridge.
A small group of supporters stayed on to hurl criticism in the direction of the boardroom after watching the Pirates drift further towards the bottom of the npower League Two table.
McGhee said: "I am certainly not blasi about such a reaction and we need to take note of how our supporters are feeling.
"But I am as enthusiastic about the job as I was on day one and I am convinced that when we get key players back from injury results will turn.
"We had enough chances to win comfortably but we didn't take them and Dagenham scored with virtually their only shot.
"I am bitterly disappointed by the result, but I am not going to get angry because I felt the lads put the required effort in and just didn't get the breaks."