McKenzie's team finished their European tour with a 30-26 win over Wales in Cardiff on Saturday, completing November's international period with three victories and just the solitary loss - to England.
The 48-year-old believes Australia have improved significantly in their wins over Ireland, Scotland and Wales - and he was thrilled with their attacking rugby - but McKenzie remains very aware that his side will ultimately be judged by how they match up with New Zealand and South Africa next year.
"People are always going to say 'wait until you play the All Blacks, wait until you play the Springboks' and for sure we've got to do better on that side of things," McKenzie said.
"But the last time we played the All Blacks we did all right. We didn't win but we were close.
"We just have to keep at it. We don't want to be the finished article right now. We've improved, we're getting more consistent."
McKenzie paid tribute to the Wallabies' free-flowing attacking rugby against Wales, which ensured an entertaining contest at Millennium Stadium.
"We were keen to express ourselves against them," the former Queensland Reds coach said.
"You get judged on the scoreboard in the end, so it was important to win it, but win or lose I felt we made progress.
"The Wallabies don't play for another seven months now, so hopefully the fans will look forward to what's happening next year rather than spending too much time looking at the past.
"We wanted to play our way, and I thought we did. We went into the game confident, trained really well and I feel we've got a real confidence in the style of football we are trying to play.
"We want to express ourselves as a team."