Saints fly-half Stephen Myler struck the crossbar with the final kick of the match to ensure Saracens held on for a win that restores them to second place in the table.
"Of course it would have been a sick feeling to lose it at the end," McCall said. "Sometimes you lose and that is fine but when you are on top, like we felt we were on top, it would have been disappointing."
He added: "At the same time sometimes that is your own fault, if you have got ahead of yourselves and not done things quite right.
"I felt the same as everyone else felt. It was out of our hands. We knew it was a very difficult kick. It was an unbelievable strike in fairness. He had his kicking boots on, didn't he? So we are grateful to have come away with a narrow victory."
Northampton had fought back after slipping 11-0 behind by scoring 16 unanswered points through a try from flanker Phil Dowson and 11 points from fly-half Myler.
Saints director of rugby Jim Mallinder was unimpressed by the performance of referee JP Doyle.
"I've already had a little look at the penalties on replay and the majority of those early on were probably just," he said. "But the referee's got to be consistent and if he's going to penalise Dylan Hartley for going off his feet, quite rightly, he's got to do Brad Barritt at the end of the game as well. It's the same offence."
The result drops Saints to sixth in the Premiership, two points adrift of the play-offs, but Mallinder remains bullish over their chances of returning to the title mix.
"The lads gave everything and it was a tremendous effort from them. I'm very proud. It went down to the wire, we just didn't get the bounce of the ball," he said. "We'd like to be top of the league like every single club, but we're realistic and know that we haven't played as well as we'd have liked in every game."
- Sports & Recreation
- Stephen Myler