 As with Brentford in 1997, McGhee suffered heartbreak in his second appearance at Wembley Stadium, with Orient crashing to a 4–2 defeat to Blackpool in the final, having led twice.Orient suffered a hangover in the 2001–02 season, though McGhee again featured in almost all the club's matches, making 45 appearances and scoring two goals.McGhee's run as a mainstay of the team came to an end on 10 September 2002, when he suffered a ruptured achilles tendon after 11 minutes of a 3–2 League Cup first round victory over Queens Park Rangers.