The club's head coach is facing the sack in the wake of last weekend's 3-1 home defeat to Bournemouth.
Newcastle are sounding out potential successors, including Rafa Benitez.
But McClaren remains in his position at St James's Park.
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A planned meeting between McClaren and managing director Lee Charnley today did not take place.
And McClaren will continue to prepare the team for Monday night's game at Leicester City.