The win - City's third on the trot on home soil - moved McCall's men back into fourth place in the Sky Bet League One table and behind third-placed Fleetwood Town on goal difference alone.
Victory was secured for the Bantams thanks to Billy Clarke's close range finish just before the hour mark - the Irishman's seventh goal of the season.
The goal came during an improved second half showing from City after a fairly low-key opening period against the Saddlers.
Speaking post-match, McCall knows that his team will have played better at stages during this campaign but he knows that it is ultimately all about the points at this stage of the season.
McCall said: "It certainly wasn't a classic match but our last three home games have all been quite tight but we've managed to get over the line and off the pitch with three points.
"We were a bit flat in the first half, there is no doubt about that, and we knew we needed to lift it.
"Walsall made themselves hard to break down with their five at the back and their midfielders sat just in front. We didn't threaten them enough in the first half and we knew an improvement was needed.
"With all we still have to play for, we had to show more in the second period.
"We definitely showed a lot more attacking intent after the break, and we also managed to see the game out well once we'd got the goal in front.
"Although it was only by a 1-0 scoreline, I felt we deserved the win. We carried a bigger threat in the second half.
"It wasn't the most entertaining match but it is all about the three points at this period in the season."
Along with the Clarke-inspired victory, another boost for McCall's Bantams was the return from injury for Nicky Law.
Law, who missed the whole month of March due to a knee problem, came on as a second half substitute.
McCall added: "He (Nicky Law) had been doing his fitness work well with the physios but he only returned to training with us Thursday and Friday.
"With that in mind, it was probably the right decision to start him on the bench.
"We didn't want to rush him back at Scunthorpe United last weekend. This week has given him the opportunity to fully recover from the injury.
"He has no pain or problems with the knee now so hopefully he can really play his part in this end period of the season after having this little break."