Gordon Strachan's men have transformed their fortunes in recent matches, including home and away wins against Croatia and a positive performance against England at Wembley.
And with the next qualification campaign in mind, McGhee is keen to avoid undoing all the hard work in international matches in the meantime.
Speaking ahead of Friday's game against the USA at Hampden, he said: "I don't know how many games we will have between now and the next competitive game.
"I'd imagine it could be eight or nine games, including these two.
"You can do a lot of damage in eight or nine games, as well as build a positive environment.
"We have started to build something positive and we don't want to lose that. Therefore this game becomes very important."
Wingers Gary Mackay-Steven and Craig Conway were called into the squad after James Forrest and Chris Burke were forced to withdraw through injury.
And McGhee has urged Dundee United's Mackay-Steven to make the most of the opportunity.
He said: "He's a player we would have loved to have seen in form throughout our time so far but he has come and gone a bit for his club team.
"He is back and establishing himself and playing consistently and we have brought him back in after losing a couple of others.
"Now he has an opportunity to prove himself to the manager at training first of all and, if he gets an opportunity in one of the games, to show what he can do and make sure when we have another squad that he's back here on merit."
Meanwhile, McGhee insists all players who meet eligibility criteria will be considered for the Scotland national team as Steven Caulker emerged as a potential option.
Reports on Tuesday claimed Strachan is trying to persuade the Cardiff defender to switch allegiance from England and join up with the Scots.
Caulker earned his only senior cap in a friendly against Sweden and has missed out on a place in Roy Hodgson's latest squad.
McGhee was unable to confirm whether Strachan has approached the player, who reportedly qualifies through a Scottish grandmother, but says they will continue to make full use of eligibility rules to find the best possible players.
He said: "He's someone who does [meet the criteria] as I understand it.
"We know who the boy is, we knew him before when he was at Tottenham. I don't know any more than that.
"Apparently it has been reported but that's all I know about it.
"He's irrelevant to us at the moment because I've got no idea whether he has been approached or not been approached."