After dominating both their season opener with Port Vale and their EFL Cup tie at Accrington Stanley, McCall's men have picked up two goalless draws at the start of the 2016/2017 campaign, with the Bantams eventually losing out 11-10 on penalties to Accrington on Tuesday.
Following City's unfortunate cup exit in midweek, thoughts now turn to Saturday's trip to the ABAX Stadium to face a Peterborough side who have won their opening two matches by the same 3-2 scoreline.
The away match at Peterborough will come just three days before another game on the road in League One against Milton Keynes Dons.
McCall said: "We know that these two away games - Peterborough United and MK Dons - will be a difficult challenge for us.
"We've had two clean sheets in our two games so far but I would imagine that the defence will have more work to do (on Saturday) than in our previous matches.
"We are disappointed and frustrating that we've not got two victories at the start of the season like Peterborough have.
"I think there is no doubt that our two performances have both merited victories but we know all too well that if you don't score, you don't win.
"We want to focus on the good points from our first two games and be positive moving forward."
Following his recent return to the Bantams for a second loan spell, Josh Cullen is in contention for a starting berth against Peterborough.
Cullen, who ironically made his first City debut at Peterborough last season, could come into McCall's thoughts for this Saturday after the City chief admitted that one of his squad picked up an injury at Accrington on Tuesday.
McCall added: "He (Josh Cullen) has trained well this week so he will definitely be in the squad for this weekend.
"We've unfortunately had another casualty from the other night (Tuesday's game at Accrington Stanley). Just another minor injury but enough to keep the player out of the side for Saturday.
"This Saturday will be too early for Nathan Clarke and Timothee Dieng as well.
"Tim is out on the grass doing some running and could come into our thoughts for MK Dons (next Tuesday) but Nathan is a little further behind. He will probably be another ten days or so.
"The plan with Tim is to hopefully have him back in training on Monday but we'll have to see how he goes with the physios over the next 48 hours or so.
"We know we have a few injuries around at the moment but it is part and parcel of football and we are ready to get on with it.
"We still feel we have enough bodies in the squad to go and be positive at Peterborough.
"The belief within the camp is that we can go to Peterborough and get a result."