"We should never go in as underdogs. We are a top quality nation, particularly in the limited-overs game at the moment."
Wickets have been as scarce as rain in the Arabian Peninsula for New Zealand's bowlers against Pakistan but McClenaghan is cheerful.
"The thing is it's a pitch, a field, with batsmen, a bowler and someone's got to take the wickets. That's the attitude you've got to take in," he said.
McClenaghan has had outstanding success in the ODI game since making his debut in Paarl in January last year. He took four for 20 from 10 overs that day, including batting titans Graeme Smith and AB de Villiers lbw for single-figure scores, to help New Zealand to a one-wicket win.
When he dismissed Vernon Philander in the second ODI against the South Africans at Mt Maunganui last month, he was equal second-fastest to 50 ODI wickets.
"In all honesty I wasn't even focusing on it," he said.
"In the Indian series [early this year] if we'd had the DRS system there would have been a few lbws that would have been given out, a couple of dropped catches, and it could have happened a lot earlier.
"But I put all that to the side every time I go out and just try to give it everything for my team. At the end of the day it's about me doing my job for the team, and if I do that it will hopefully go a long way towards winning."
McClenaghan's bowling is all about energy. He frequently tumbles to the ground in his follow through such is the impetus he builds up at the point of delivery. He's not shy about bouncing batsmen and can hurry the best.
Sure he can ship runs at times, but New Zealand's philosophy around McClenaghan has been that's okay up to a point, as long as he's chipping out wickets.
The 28-year-old is part of a fascinating battle for fast-medium spots in the World Cup squad.
There are eight of them in the UAE at present.
Tim Southee, Trent Boult, Neil Wagner and Doug Bracewell are in the test squad; Adam Milne, Kyle Mills, Matt Henry and McClenaghan arrived yesterday for the New Zealand A games against associate member countries Ireland, Afghanistan and the UAE, who are also preparing for the World Cup.
Then there's the ODI squad to be picked for five games against Pakistan to follow.
Wagner and Bracewell can be discounted from cup contention. That leaves six with, at most, five spots available, on the basis that the balance of the 15-man squad will be seven batsmen, one wicketkeeper and two spinners.
A solid case can be made for all six of the rest.
McClenaghan reckons the winner is New Zealand, in that this group is as strong a collection of fast-medium bowlers as he can recall in recent times.
"It's pretty hard not to notice the skills your mates have got. We have a great base to work from."
McClenaghan is no different from the rest of the squad. The next few weeks are all about performance; essentially aiming to make it impossible for the selectors, Mike Hesson and Bruce Edgar, to ignore their cup credentials.
"I've got to make sure I put lots of performances on the board in this A series and against Pakistan.
"Everyone's pushing everyone and there's going to be some phenomenal players who miss out, so you really can't get too far ahead at the moment. I'm just trying to make sure I give it all for these games."
