 McGhee established himself in the first team during the 1995–96 season, wearing five different shirt numbers and proving to be an able Utility player.He made 45 appearances and scored six goals.McGhee's best season for Brentford came in 1996–97, making a career-high 53 appearances and scoring two goals in a season which the Bees led the league for much of the first two-thirds of the season, before finishing in fourth position and qualifying for the playoffs.