The Suns have opened 2014 with six wins and two losses, with only ladder-ladder Port Adelaide ahead of them on premiership points after nine rounds.
With a game in hand on the third-placed Sydney Swans, McKenna's team will climb into the top four next Sunday if it defeats the Western Bulldogs at home at Metricon Stadium.
But after Sunday evening's game, McKenna downplayed talk of the Suns playing finals, let alone making the top-four.
The coach said making the finals had been the Suns' pre-season aim, but they had been mindful that to do so they would in all likelihood have to win four more games than the eight they won in 2013.
"We have to improve our footy 50 per cent, that was the goal, that's the target, we're not shying away from that," McKenna said.
"We've won six, we've still got another six to go, so if the boys think – and I'm sure they don't – if they think the work's done, we've got a long way to go still."
McKenna highlighted tackling and contested possession as areas for improvement ahead of the Bulldogs clash, with the Saints winning both counts in Sunday's game.
Gold Coast captain Gary Ablett was outstanding against the Saints, winning a game-high 37 possessions and kicking four goals.
McKenna said Ablett had been more consistent against the Saints than he was against North Melbourne in round seven, when after playing like "a normal footballer" in the first three quarters he exploded with three goals in the final term to seal the Suns' win.
But the coach said both games were evidence his skipper was now getting more support from his young teammates.
"He was clearly better than he was against North, of course, but (he was) getting in some cases a much freer ball if you like because of the work of David Swallow, Jaeger O'Meara and Dion Prestia," McKenna said.
"The boys in and around the ball are certainly enabling him to finish more of our play rather than starting it and finishing it like he's had to do over the first three years."
McKenna praised the professionalism of ruckman Zac Smith, who made a successful return against St Kilda after a year out of the game following a knee reconstruction.
"He's done a power of work (to get back), we understand that," McKenna said.
"I thought first up he was special. He got through, got his hands dirty, got his knees dirty, did all those things, the intercept marks down back.
"But he'll certainly be better for the run."
Twitter: @AFL_Nick.