The Dutch side host Van Persie's in a third-round Champions League qualifier tomorrow.
And the Holland striker says McClaren has been well received in his first job since being sacked by England last November.
Making a good impression: Steve McClaren addresses a news conference at the FC Twente stadium
'They are almost proud to have him, because it was quite a strange move to come from being England manager to Twente,' he said.
'But they are all saying they really like his style of coaching.'
Van Persie, though, can understand why McClaren was heavily criticised after England failed to make it to Euro 2008.
'If you don't qualify you have some critical people waiting for you,' he said. 'That's the risk of the job.'
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