The South African stated that he was excited by the rumours linking him with Chelsea, and when they didn't happen, he was left feeling a little down.
McCarthy then had a difficult start to the season and was eventually dropped by manager Mark Hughes, this worked and Benni is firing on all cylinders once more.
"There's no point in lying because you don't gain anything from it - it's best to get it off your chest rather than to bottle it all up," he told the Lancashire Telegraph.
"Yes I was a bit disappointed but you pick yourself up because if you are a good professional, you can't let little setbacks get to you."
"I was thinking, I'm 29-years-old and the opportunity is coming.
"Then you just get your head into it and think I am going to fight for it because maybe it is the last opportunity that's going to come my way.
"Not many players at my age get the chance to go to a massive club in the Premier League, and I think having that in my head probably got me down when it didn't happen for me."