The SUNS (5-6) temporarily moved within a game of the top eight following the 15-point win over North Melbourne on Saturday night but McKenna stressed he was more focussed on putting a four-quarter performance together than playing in September.
Gold Coast has already played the top four teams (Geelong, Hawthorn, Sydney Swans and Fremantle) this season and must now be an outside chance of finishing in the top eight.
But McKenna said although the SUNS always aspired to play finals, his goals were still much simpler.
"We won tonight, but I'm not sure we played four quarters of football, and our goal is to play four quarters of consistent AFL standard football," McKenna said.
"By doing that, you win games of football and give yourself a chance.
"The end result is the 'f' word, but we've got a long way to go before that, we've got a tough game next week against Essendon."
McKenna said he could slowly see the belief building in his young team after stringing together competitive performances against top-two Hawthorn and Geelong (both on the road) and then defeating the Kangaroos.
"Certainly the confidence is coming. I'm sure there was doubts today, three quarters of football was enough in the end but we know against better sides it's not going to be enough, like we found out against Hawthorn and Geelong," he said.
McKenna said the SUNS showed tenacity to turn the tide after trailing by 31 points early in the second quarter.
After suggesting the fast-starting Kangaroos were vulnerable after quarter-time in the lead-up to the match, he reiterated it on Saturday night.
"Clearly that wasn't the way we wanted to start. Given their form line, that was part of the message at quarter-time," he said.
"We didn't show composure but after quarter-time we had to roll our sleeves up and get our hands dirty and win the contested footy.
"I thought after quarter-time the boys showed poise, resilience and their ability to run out the game I thought was super."
Charlie Dixon hobbled off with a recurrence of an ankle injury in the fourth quarter, but was walking around on it post-match.
McKenna said he had his "fingers crossed" Dixon would be available to play the Bombers next week.
