The former Aberdeen striker admits the highlight of his career in which he won a bounty of medals was scoring against the Auld Enemy in a 1-1 draw at Hampden in 1984.
However, McGhee is also steeped in Wembley folklore and has made the pilgrimage to London in the past as a supporter.
Speaking on Monday at the Scotland team hotel in St Albans, the former Motherwell and Aberdeen manager, who has managed several clubs in England including Reading, Leicester and Wolves, recalled his earliest Wembley memories.
"The only games I got to as a kid were internationals," he said.
"I played every week but my father used to take me to internationals. I remember my father going off to Wembley with some friends of his to the Baxter game (1967) and Scotland winning the game. That was my earliest memory.
"After that, at one point I was in part-time football, training to be an architect and I came down with all the guys in the office to the game where they (fans) tore down the goals (1977).
"I didn't go on the pitch I have to say, but I have been to the games as a fan. We have set ourselves up by getting the 1-0 result in Croatia and we now have to live up to that.
"That is the challenge to the players, they have to produce a similar performance and if they do then they will be very difficult to beat, even by England. But if they don't then we know England are a team capable of disappointing the Tartan Army so that's the challenge for the players."
Although Scotland have no chance of making the World Cup finals in Brazil next summer, McGhee believes the win in their June qualifier against Croatia has given the country a much-needed boost.
"We have all fed off the result and the performance and the reaction at home to it has brought everyone fresh hope that things from this point could improve," he said. "Everyone has benefited from that.
"Going around Glasgow or talking to people, suddenly it is positive again which was very much needed. That generates confidence throughout the camp."