McClaren worked with Ferguson as his assistant at Old Trafford and told CNN FC he is confident United have made the right choice in selecting David Moyes as his successor.
The show airs the views of fans on Ferguson's departure, as well as highlighting the global social media response to the news.
Pedro also finds time to pick his Champions League player of the season, aided by key statistics.
CNN FC's weekly show, hosted by Pedro Pinto, airs on Thursdays at 5pm GMT in the UK. Visit the CNN FC website to find out more.