The All Blacks flanker lost his grip on the Super 14 trophy with the Crusaders before New Zealand disappointingly crashed out of World Cup in the quarter-finals.
"It comes back occasionally, but you've got to be philosophical about it," he said. "You can't do anything about it, and as a rugby player you've got to move on. But you do still think about it and it annoys you.
"I'm looking forward to the Super 14 for starters, it's pretty exciting with the team we've got. I want to get back into it and put this year behind us.
"I've had a good six-week break and it's what we do. You enjoy having a break, but then you really want to get back into the routine of training and playing. That's the way I'm feeling."
On top of the on-field disappointments, McCaw also saw coaching upheaval, with Graham Henry's position questioned and Robbie Deans announcing his departure from the Crusaders after this season.
"From a player's point of view, we can't get caught up in it," the former world player of the year told The Christchurch Press.
"We've just got to accept other people's decisions - that's what administrators are for.
"Whoever is coaching is whoever is coaching. We've just got to get on with it and not worry too much about it."
The Crusaders warm-up for the 2008 Super 14 against the Hurricanes on January 25 in Motueka.