Paul Roos' message this week has been to play with confidence. McVeigh agrees it's the approach the Swans need after a run of one win in five leading into tomorrow's match against the Dockers at the SCG.
"We need to take the game on which is something that we're probably not doing," McVeigh said on Friday at a team recovery session at Coogee Beach.
Last week's loss to the Bulldogs was largely thanks to an eight goal to one second quarter blowout. The Swans won the other three quarters.
"Last week we did take a step forward and we started well and we had a few young guys in, which was good. We might take the game on for a quarter here and there and then we stop.
"Look at the first quarter last week and how good we were early. Then the second quarter we just went back to playing safe football. We can't do that.
McVeigh starred in Canberra with six goals and 26 disposals. He described his performance as "just being lucky" but said it was important that the side's midfielders filled the breach, particularly with Michael O'Loughlin and Henry Playfair out injured.
"I think that's been a strong aspect of our team that our midfielders have been able to kick goals this year. If we can keep it up it goes a long way to winning," he said.
"The top three teams are quite a bit far ahead of the rest but we're still working towards them and hopefully we get better and better each game. We're still in fourth, which is a bonus. We don't want to just make up the numbers in the finals."
McVeigh, who is set to play his 100th game this weekend after debuting for the Swans in 2004, said Fremantle was still a danger game despite the West Australian side sitting fourth bottom.
"We're feeling good. We trained well last night and it's going to be a big game for us. Goodsey (Adam Goodes) didn't do the full session but looked a lot better than he has over the last few weeks.
"Four games left and certainly this weekend will see where we're at."
And are we likely to see the McVeigh brothers in the Swans line-up in the future? Not likely, according to 23-year-old McVeigh.
He said older brother Mark, 27, is likely to sign a new contract with the Bombers. "It'd be good to see him come home, it's good to play with your brother but I don't think it'll happen."
