The 24-year-old was tipped to be included in the national squad for the Group F match which ended 2-2 at Hampden on June 10 – but didn’t even make the initial 29-man pool.
McGregor said: “When the squad was being announced, I was confident.
“Naturally, you get that confidence and think ‘right, it might be time, I might be ready’. Naturally, you are a wee bit disappointed when it doesn’t happen, but that’s not going to knock my confidence.
“I will come back, work hard and when the games start I will, hopefully, show I can get there.”
“Scotland is always a target. Obviously, I’m a bit disappointed I wasn’t involved. But I just need to focus on my club stuff and getting back in.
“We have a lot of good midfielders and it’s up to me to try and prove I can get in there and play well for Celtic and get a call.
“I think that was my best season for Celtic. You look at what we achieved as a squad and the number of games I played.
“I played in big games and scored in big games, it was a real good season and I take confidence from that going into a new season.”
“I was in the Scotland squad (for the Germany game) but didn’t get stripped that night. Naturally, you take a bit of a dip. You begin to realise you’ve still got a lot to learn as a player and being part of a team.”