Bock was identified in reports on Monday as the subject of an ASADA investigation over the possible use of banned peptides.
McKenna said the Suns had been up-front with ASADA and the AFL about their links to fitness advisor Dean Robinson and sports scientist Stephen Dank, who both worked briefly at the club from late 2010 to early 2011.
"When it all blew up with the Essendon stuff we were on the front foot about investigations," McKenna said.
"The players understand where we sit, there's an ongoing investigation and it's head down and backside up and there's nothing they can say or do that will change outcomes of that investigation.
"Apart from Nathan himself, he's the only person that will have to spend time facing those questions, so we're comfortable with what will come out of that. We've just got to let it take its course."
Meanwhile, McKenna is encouraging his players to dare to dream of a maiden finals appearance after their club-record 60-point win over Melbourne.
The Suns are just one win outside the top eight after seven rounds with a 3-4 record and have another winnable game against the Western Bulldogs at Metricon Stadium on Saturday.
They have never won back-to-back games in the club's 51-game history, but they have a real chance after thumping Melbourne by 10 goals at the MCG last start.
While the Suns face a difficult stretch of matches after the Bulldogs clash, McKenna said he would embrace the pressure that came with more wins and had encouraged his players to do the same.
"I said to the boys 'It's OK to think like that, it's OK to think about two in a row'," he said.
"Because you know what I'm going to think about when we get two in a row, as a cranky coach? I'm going to think about three in a row, then four in a row, five in a row.
"So think about that. It's fine to think about that, but you've got to understand what gets you in that position. It's the process, it's doing the fundamentals, doing the basics well, that's what puts you in that position.
"Dreaming about it is not going to allow you to play like that, you've got to physically go out there and do that."
Gold Coast will confront the Bulldogs without experienced defender Tom Murphy who has not come up after being concussed against the Demons last week.
The former Hawk had a head clash with teenager Jack Viney and was still suffering headaches two days ago so was ruled out.
Michael Whiting covers Gold Coast news for AFL.com.au. Follow him on Twitter: @AFL_mikewhiting
