The Scots play host to the Belgians in a World Cup qualifier on the back of last month's 3-2 defeat in a friendly at Wembley.
And, while Scotland and England are both still trying to find their best style of play, McGhee believes the Belgians have already come up with the answer.
"I think it is a step up at this stage," he said.
"We are playing against a team on Friday night who are absolutely on song.
"They have found the formula that works for them, they've got great players in great form.
"As a team, they are ambitious about their qualification chances and possibly even reaching the latter stages of the World Cup in Brazil.
"Physically, they are a challenge. Technically, they have found a way of playing.
"They've got players playing in the right position, they create chances, they defend ever so well.
"They are strong in every position. Most importantly, they have found the way that suits them best.
"It's something I feel that England are still playing around a little bit with - different people and different systems and trying to find the right answer, whereas I think Belgium have found the answer.
"We will have to be at our best in every single position, individually and collectively as a team."
Scotland's hopes of qualifying for the World Cup finals have been over for some time but McGhee insists there is still plenty to play for in the remaining games.
He said: "We are trying to develop a kind of progression.
"We all feel that we want to see some sort of continuity, we want the Tartan Army to come on Friday night and expect to see a certain type of performance.
"I'm not just talking about sleeves rolled up, fighting for the country. I'm talking about technically, a consistent picture, so they know how the team plays.
"They have seen us against Croatia, they have seen us against England and I think they can rightly expect to see the same type of performance.
"Out of that consistency will come better results.
"It is important, regardless of whether it counts or that we're not going to qualify.
"Forget about what competition we're playing in, we have a run of games through to the next competition.
"We've got to create that continuity and that consistency that will see us be ready for another campaign and be positive and with a model that we can roll out time and time again."
However, McGhee revealed that Scotland's group status meant Strachan resisted the temptation to recall Steven Fletcher to the squad after the Sunderland striker made a scoring return to action at the weekend, having been sidelined since March with an ankle problem.
He said: "I asked Gordon 'could we do that?', and Gordon considered it and ruled it out, that it was too early. If there was a lot riding on these two games, I think it might be different.
"In fact, I think Steven Fletcher himself might have been on the phone to Gordon saying he wants to come and maybe sit on the bench at worst.
"But we all felt, rightly, that he should be given time and that he will recover and get back to form and back to scoring goals again. We will take full advantage of Steven Fletcher in coming matches."