Mclean left London Road last week for Hull in a £1million plus move but is sure that Gary Johnson's side will continue to impress without him.
He told the Peterborough Evening Telegraph: "The Posh fans were magnificent with me from day one and I thank them for that. I will miss them and I will miss the players, but I'm sure they will go on to have a successful season.
"Posh will always be in my heart and I will always be a supporter of the club. Two promotions will always be among my most memorable achievements in football, especially the second one because no-one expected us to get to the Championship at the first attempt.
"But the move to Hull is a very good one for me. They are a huge club and I'm excited about the challenge because I want to prove I can play at Championship level.
"I'm really looking forward to a new challenge, but I will never forget what Posh did for me. They took me back into the Football League and I like to think we were good for each other."
Source: PA
Source: PA