McClaren was sacked by Wolfsburg earlier this year after being in charge of the Bundesliga side for less than a season.
“I have read comments about managers who will only work in the Premier League, but in regards to the Championship, I don’t think you can label anything,” McClaren told Sky Sports News.
“There are as many exciting challenges in the Championship as there are in the Premier League, to take a team up. Look at what Blackpool have done, that’s a fantastic achievement. That’s also something that can happen.
“I still believe the Premier League is the best league in the world, despite my experience in the Bundesliga and the Eredivisie. It’s still the number one and most attractive.
“But also abroad there are lots of different challenges.”
