But it was a valiant effort from the Boro youngsters as the future England manager changed his whole starting 11 to rest his strongest team for Wednesday's UEFA Cup final with Sevilla.
Amazingly 15 of the 16 players in the Boro squad were born within 30 miles of their Riverside Stadium, with Malcolm Christie the only exception.
McClaren has certainly left his impending successor with a squad to cherish as they were only eight minutes away from picking up an unlikely point.
For Fulham, the win meant they finished in a respectable 12th position.
McClaren's kids were on the back foot as early as the fourth minute.
Wayne Bridge played in Liam Rosenior down the left and his cross found Collins John at the far post. The Dutch striker rose higher than any of the surrounding Boro defenders but saw his header crash into the side netting with half of the Craven Cottage crowd thinking it was a goal.
But the young visitors managed to get into their stride quite early and played some neat football.
Striker Danny Graham was quick off the mark to meet James Morrison's cross six yards out on seven minutes but mis-cued his shot.
And three minutes later Fulham keeper Antti Niemi had to hurry to his right to push away Adam Johnson's curling free-kick from 20 yards.
Fulham had a lot of the ball and England defender Bridge was one of the outlets that caused the visitors most problems.
Bridge was playing in an unfamiliar left midfield position but it did not stop him setting up chances for the home side.
His ball through to John on 18 minutes was worthy of seeing an opening goal. The defence-splitting pass played in the pacy striker only for him to poke the ball wide of the post from 18 yards.
Then on 25 minutes Carlos Bocanegra met a Bridge corner only to see his header sail on to the roof of the net.
It seemed the Fulham faithful were getting a bit restless as the Boro youngsters stood firm.
And McClaren's boys almost took a shock lead after the interval only for the effort to be ruled out by referee Mark Halsey.
Christie made some space down the right and his cross was bundled in by Graham two yards out.
And although referee Halsey seemed to allow the goal his linesman raised his flag as it was clear on closer inspection that Graham had used his hand to assist his goal.
Chris Coleman's men were off the hook and Graham was booked in the process.
Fulham continued to press and Brian McBride saw a header go over as it looked like Middlesbrough were going to hold on for a point.
But with just eight minutes remaining the home side got a bit of luck after Philippe Christanval's long ball found its way into the Boro box.
Substitute Helguson turned David Wheater and the youngster could do nothing more than bundle over the giant Icelandic striker, leaving referee Halsey no choice but to award a penalty.
Helguson picked himself up to send keeper Ross Turnbull the wrong way with the spot-kick to put the home side in front.
Deep into injury-time McClaren held his head in his hands when his side almost grabbed an equaliser.
The impressive Morrison swung in a right foot cross which was met by Johnson, only for his volley to sail just over the bar.