McGrain supported Rangers (Celtic's Glasgow rivals) as a boy. He wrote two autobiographies, one when his career was at its peak and another shortly after he retired. In both, McGrain (a Protestant) told how he had been spotted by someone doing some scouting for Rangers when he was still a boy but the scout did not recommend him to Rangers, wrongly assuming from his name – Daniel Fergus McGrain – that he was a Catholic and that Rangers would not sign him because of this. However, McGrain has since stated, "I don't know if that story's true. Over the years that followed nobody from Rangers ever told me they wanted to sign me".