Tries from Owen Farrell and Charlie Hodgson helped earn the reigning Aviva Premiership champions' third victory on the road this season which was enough to keep them in second place.
"This was a big victory for us," said McCall. "Exeter are one of the best teams in the competition at the moment and we knew that we had to master their physicality.
"We took our chances when they came along so it was a good win.
"We knew that we had to bounce back from the defeat at London Wasps but since then we've had three difficult away games at Bath, Leicester and now Exeter.
"They have all been very different games and last week we threw the ball about a bit and won in a certain way.
"In this game we had to win in a completely different way. We had to defend, we had to wear them down, we had to soak-up a lot of pressure."
Saracens scored an early try through outside centre Farrell, converted by fly-half Hodgson plus a Farrell penalty to two Ignacio Mieres penalties to lead 10-6 at the break.
Hodgson converted his own try in the second half before, with the last move of the game, replacement scrum half Kevin Barrett took a quick tap but was stopped short of the line.
When it was recycled No8 Ritchie Baxter went over the line with Mieres adding the conversion to secure a losing bonus point for the home side.
Chiefs assistant coach Ali Hepher said: "We have learnt a few lessons from this match from the champions.
"They were pretty clinical and as soon as they had an opportunity they converted it.
"Unfortunately we just got turned over when we had our moments, when we had our momentum.
"We knew that we had to be error free but we made a couple early on and give away silly penalties which cost us. But we got back in to the game and there were moments when they [Saracens] were questioning themselves."
Exeter had to play the last 10 minutes of the game with 14 men when their replacement prop Alan Paver, on loan from Cornish Pirates, left the field injured and the match went to uncontested scrums.
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