Collingwood coach Craig McRae hates saying it, but says the thrill of the chase is writ large at his AFL club.

Collingwood coach Craig McRae hates saying it - but does, anyway.

"It's almost the thrill of the chase," he said.

"I hate saying that because it means that you're behind. But this group has got a real will to win."

The Magpies' five-point away win over Adelaide on Saturday was their eighth consecutive victory.

Five of them have been by seven points or less. Another was by 11 points.

"It's the story of our season. This is our story, that close games are going our way," McRae said.

"You need a little bit of luck. But there's a lot of good decisions being made at critical times."

McRae, in his first year as a head coach, has taken a club that finished 17th last season into the finals - he has banked 12 wins already.

"It's quite a remarkable run that we're on," he said.

"But we have got so much improvement.

"Whether it's trying to kick the ball inside 50 or centre bounce, we have got so much improvement.

"So you get to work on Tuesday and you're not comfortable, you're 'come on boys, let's do this better' ... there is always something to improve on."

McRae said he likes to live "in the great mindset of tomorrow is the best day of my life".

"It's a really tight season. We take nothing for granted," he said.

"But there is a genuine belief in this group, particularly when it's close, that we can get the job done. And so far, so good."