It was a challenge but the Brumbies, and the Australian teams, had to get better and the Canberra-based side had supported playing a competition against all the New Zealand teams.
McKellar said there was no doubt there was a gulf between the two counties. He said he would be talking rubbish if that point wasn't recognised.
"The New Zealand teams have had that competition [Super Rugby Aotearoa] where they have gone hard at each other at, or close enough to, Test match intensity, and the Australian teams have struggled to face that.
"There's a gap there at the moment which wasn't there at the beginning of 2020. We were over here and had success. At that stage our squad was in pretty good shape, and I just don't think we've got the depth across five teams when a lot of the teams are dealing with significant injury," he said.
It doesn't get any easier for the Brumbies as they face the Highlanders and Hurricanes to round out their season.
McKellar wasn't surprised by the Blues. They were a big team with All Blacks on their bench who, when injected into the game, had made a difference.
McKellar said the try to halfback Finlay Christie, from a restart when a penalty goal allowed the Blues to draw level at 10-10, had been a tough blow from which they never recovered.
"He did very well, the halfback, but we made him look very good there. Thirty-one missed tackles, 19 turnovers conceded, you won't win in Auckland doing that," he said.
The pressure was maintained by the Blues from the moment they upset the Brumbies' scrum just after the halftime break. The Brumbies then spent much of the rest of the half pinned in their 22m area.
Their attack had been working, and the players agreed on that, but they departed from it in the second half which had been frustrating, McKellar said.
While the side had enjoyed touring, playing three games in New Zealand was difficult.
"I'm not sure the Brumbies have ever come to New Zealand and had three on the trot. It's certainly been difficult against very good opposition," he said.