Derby have climbed from 14th to fourth place in the standings under the former England manager, who has lost just two of his 15 games in charge, the second of those defeats coming at home to Wigan on New Year's Day.
The visit of Jose Mourinho's men to the iPro Stadium will be the Rams' toughest assignment yet but McClaren hopes his underdogs continue to show the same courage that has seen them scale the league table since his arrival.
However, the 52-year-old is in no doubt about the scale of the task.
"We sat down and tried to pick their team - that was difficult enough!" said McClaren, who played down talk of Derby's promotion chances.
"Chelsea are a top, top team coming back into form. I've heard Jose Mourinho say they've no chance of winning the Premier League but that's a bit premature. I'd be very surprised if Chelsea are not in the top two at the end of the day.
"These are the sorts of game we want to be involved in every week and that's what we are working towards. But there's still a long way to go for us yet.
"However, this game gives us a taster.
"But we are really focusing on what we do. We want our players to continue to express themselves like they have been doing and do themselves justice on the day.
"That means they have to compete, their attitude has to be spot on and then they have to have the courage to get on the ball and play.
"It is easy to put your head in, to run, work and tackle but it takes more courage to play. The players will need to show that courage and belief. If they do that, I'll be delighted."
The third round tie will offer a platform for Will Hughes, Derby's brilliant young midfielder, to enhance his burgeoning reputation.
Liverpool have been heavily linked with a move for the England Under-21 international for some time while the likes of Manchester United, Manchester City, Arsenal and Barcelona all sent scouts last season to watch him.
McClaren added: "Will is in the best place he can be at the present moment and there's no way he's going anywhere.
"Many people have spoken to me about him and there will be opportunities in the future but we'll deal with them when they come.
"It will be interesting to see how he plays against the likes of Ramires, John Obi Mikel or Frank Lampard. It's a big game for him and, like I said, for all of our younger players."
Craig Bryson is an injury doubt for Derby. The midfielder, who has scored 11 goals this season, came off against Wigan with a groin problem.
Striker Johnny Russell will definitely miss out after undergoing surgery to repair a fractured cheekbone he suffered on New Year's Day.