The Scots secured maximum points from their last two games on the road, in Croatia and Macedonia, but have to go back to September 2011, and a win over Lithuania, for their last competitive success at the national stadium.
However, McGhee wants Scotland to focus on what they can do in their next game, rather than worry about missed opportunities.
He said: "We have to play in the present.
"One of the things we've got to do is not worry about what it's been like previously.
"You look at each game in isolation and not the fact that you've not won in so many games. If you do that, you've got a better chance."
He added: "The important thing for me is that the four games since the last Croatia game have all looked the same.
"The way we played, the type of football we are playing - we can now say we know how Scotland play.
"I think, beforehand, you couldn't really say that. From game to game, it was a bit this way, that way.
"I know sometimes that's down to player availability but we've tried to find a way of playing that means that, regardless of who is available, we can roll out the same thing.
"If you get that kind of consistency of performance, you improve your chances of getting a result."
McGhee knows the Tartan Army would love to end the campaign on a high with a repeat of the result in Zagreb but is well aware of how tough another win against the top seeds could be.
He said: "Being the last game in the campaign, finishing with a win against Croatia at Hampden would set everyone's thoughts tingling for the next campaign. Of course it would.
"It would get everyone excited and would be a marvellous way to sign off.
"But I think we are getting ahead of ourselves, I think there's a lot of work to do before that will be the case."
As well as wins over Croatia and Macedonia, Scotland also showed encouraging signs in recent defeats to England and Belgium.
As such, McGhee believes expectations will be higher than usual when the Croats come calling.
He said: "I think the expectation comes not only from the result against Croatia.
"I think it's the performance against England, it's the performance and result in Macedonia and even parts of the performance against Belgium.
"That's where the expectation has grown again.
"It's not a bad thing. The players require a certain pressure on them to bring the best out of them.
"I think players play better under that sort of pressure.
"The supporters are entitled to think that they should expect to see a top commitment performance and a much-improved passing performance and hopefully out of that comes a result."