On December 6, 1976, the Milwaukee Brewers sent catcherDarrell Porter and pitcher Jim Colborn to the Kansas City Royals for Jamie Quirk, Jim Wohlford and a player to be named later. On March 15, 1977, McClure was sent to the Brewers to complete the deal. With the Brewers, McClure led his team in saves in 1978 and 1980, then spent almost all of 1981 on the disabled list with arm problems. In 1982, he was moved to the starting rotation and had a 12–7 mark for the American League champion Brewers, but he returned to the bullpen after incumbent closerRollie Fingers was unavailable for the postseason. In the 1982 World Series against the St. Louis Cardinals, McClure made five appearances, saving Games Four and Five, but he also had two losses, including a blown save in the decisive Game Seven. McClure came back to the Brewers starting rotation in 1983 and 1984, before returning to relief duties in.
Midseason 1986, he was traded to the Montreal Expos, going 2–5 with a 3.02 ERA his first season in the National League. The following season, his record improved to 6–1 out of the Montreal bullpen.
McClure was 1–3 with a 6.16 ERA when the Expos released him in July 1988. He signed with the New York Mets shortly afterwards, where he was reunited with his CSM teammate Keith Hernandez, with whom he also played Little League baseball when they were younger.
After just one season with the Mets, he was released, and signed as a free agent with the California Angels for 1989. Despite going 8–1 in his first two seasons with the Angels, McClure pitched poorly in early 1991, and was released by the Angels in June.
St. Louis Cardinals
McClure signed with the St. Louis Cardinals for the remainder of the 1991 season, and remained with the Cards through 1992. He signed with the expansion Florida Marlins for their inaugural season in, and retired after being released by the Marlins in May.
Following his playing career, McClure worked as a pitching coach for the Colorado Rockies organization from 1999 through 2005, including four seasons at Triple-A Colorado Springs.
Kansas City Royals
For the 2006 season, new Royals managerBuddy Bell asked McClure to replace Guy Hansen as their new pitching coach. The Royals fired McClure from his pitching coach position following the 2011 season.
In November 2011, the Boston Red Sox confirmed reports that they had hired McClure as a scout, roving minor league pitching instructor, and special assistant for player development. On December 21, 2011, McClure was promoted to pitching coach for Boston's major league team. He was fired from this position on August 20, 2012.