New Zealand went down 19-28 in a bruising encounter which saw South Africa lead 14-3 at halftime.
McCaw told SkySport after the game: "We kept putting pressure on ourselves.
"We weren't smart enough to play at the right end of the field. I thought we put the Springboks under a lot of pressure in the second half but we made mistakes."
That was especially the case when handing centre Jacques Fourie the match-winning try from a turnover nine minutes from the end.
"We also couldn't afford to concede penalties but the Springboks forced us into mistakes," he said.
With the lineout failing to function consistently again, McCaw said sometimes the early disruption could cause a snowball effect further into the game.
"I'm confident we can sort that out, we have to, we're back out there again next week," he said.
Springbok captain John Smit said he was happy with the amount of pressure the South Africans put the All Blacks under.
He said in the first quarter he felt the All Blacks showed the benefit of their match against Australia last week and were a little more battle-hardened than the South Africans.
"We were a lot more accurate in the way we played," he said when comparing the result with the recent series against the British and Irish Lions.
"We didn't give [the All Blacks] as many opportunities as we did against the Lions," he said.
All Blacks assistant coach Steve Hansen said the side lacked composure at vital times and turned ball over, especially in the movement which led to Fourie's try.
"We had a period where we couldn't win any ball," he said of the All Blacks poor first half.
"We had a good second half but overall it was a disappointing display," Hansen said.
"The game was there for the win if we could have just looked after the ball."
Hansen, who is responsible for the forwards, said the lineout problems stemmed from the way South African ace Victor Matfield was able to get into the All Blacks.
All Blacks try scorer Conrad Smith said the side worked back well and had a chance to win the game but just left itself too much work to do in the final count.