The Royals are 18th in the table and are yet to register a victory since their return to the top flight, despite taking the lead in five of their nine league outings so far.
"This is the Barclays Premier League, you don't expect to go 1-0 up and everybody to go 'oh ok the game's over' it isn't like that," McDermott said ahead of Saturday's home game against Norwich. "It isn't necessarily concentration (that is the problem), I've been through situations; when I first took the job we were drawing an awful lot of games and couldn't win."
He added: "I've been through situations where we couldn't score a goal in the first-half, 18 games I think last season where we couldn't score in the first half. I've been in situations where we have conceded late goals and we have always addressed it.
"We have always tried to address things and it is the same now, once we get in front we want to address that situation - once we get in front we want to keep a clean sheet and win the game and that is another challenge."
Clean sheets have also proved elusive this season with the Berkshire club not managing to keep their opponents at bay in any competition to date and McDermott is keen to improve on that statistic.
He said: "Well we would definitely like to keep clean sheets, obviously every team would like to keep clean sheets and we are no different.
"Last year we kept a load of clean sheets so that is something we really need to be working on - we went in front again the other day against QPR and unfortunately they got a 60-odd minute goal and that is something we need to do, we need to keep clean sheets and we have worked on that and will be working on that."
Despite not seeing his side pick up three points from a Premier League game, including letting a 1-0 lead slip away at fellow strugglers QPR last weekend to draw, McDermott has been pleased with the attitude of his charges.
"Every performance has given me heart, bar Spurs (a 3-1 defeat)," he said. "If you look at what has actually happened in the nine games in this league we have drawn five games and lost four. By definition if you have drawn five you could have won them, I definitely think of those five, three of them we should have won."