Hawthorn kicked the last 11 goals of the match and completely dominated the final three quarters to run out 99-point winners at Metricon Stadium.
Gold Coast entered the match with a 2-1 record in 2014 and, having won 10 of its past 15 at home, had high hopes of pushing the premiers.
But they were mauled in nearly every statistical category.
McKenna looked almost in a state of shock when he entered the post-match press conference, 30 minutes after the massacre concluded.
He said there were few words spoken to the players in the dressing room after the match, but admitted Hawthorn had too much polish and were dominant in contested possessions.
"I didn't say a lot because I might say something I might regret and they might say something they regret as well," McKenna said.
"It was a bit of a blur. (You) sit there and scratch your head. I didn't see it coming."
McKenna was most disappointed by the final quarter fade-out in which the Hawks kicked seven unanswered goals.
He also hinted he would be prepared to make changes for next week's match against Melbourne at the MCG.
"To be down by 50 points and lose it by 100, that's the thing we certainly need to review on Monday," he said.
"That last quarter and just why the cards fell over as easily as they did.
"We'll sit down and the sun will come up tomorrow, we'll put the tape on … and see if that shows anything of a common thread.
"There might be a common thread with our players that didn't perform well. If there is, we need to turn those players over and move in new players that are prepared to honour our style of football."
One change they will need for next week is to replace young defender Clay Cameron, who has a grade two tear in the AC joint of his shoulder.
Twitter: @AFL_mikewhiting