Gordon saved an 82nd-minute penalty as Scotland beat Moldova 2-0 to tie up second spot in Group F with a game to spare.
The Hearts goalkeeper has been on top form throughout this season having already proven that Celtic made a mistake in letting him go in the summer of 2020.
And McGregor feels the 38-year-old is getting better with age.
The Celtic player said: “He’s like Peter Pan, isn’t he? He never gets old, he’s still as flexible.
“I know Craigie’s quality, I have played with him for many, many years. There were big moments within that that he saved us and made sure we stayed on the right track within games.
“It was another huge moment in the campaign and he comes up trumps again.
“I know what he is capable of but, as he is getting older, he just seems to be getting better. That gives us huge confidence.”
Gordon also made another top-class save in the first half in Chisinau but Scotland were well worth their win, which came courtesy of goals from Nathan Patterson and Che Adams.
Scotland came out the blocks in determined fashion and created a series of early chances, and played most of the second period in Moldova’s half.
Gordon’s penalty save ensured there was no nervy ending of the sort usually endured by Scotland fans, and the team proved adept at handling the kind of assignment that has proven tricky in the past.
“The few big results we have got recently have really kicked the team on in terms of the confidence to go into these games and be able to perform,” McGregor said.
“The one thing we do know about this group of players is they can handle the pressure.
“Everyone was just looking forward to the game. We knew the system, we knew the game plan, we knew we were one win away from the play-offs.
“That’s what we had to deliver and right from the start of the game there was a real energy and intensity about us to go and get the goals that we needed. And that’s what we did to make sure we got the victory.
“I’m very, very proud that we are into play-offs now and two huge games away from Qatar.”
Scotland first face Group F winners Denmark, who are looking to complete a perfect qualification record when they visit Hampden – they conceded their first goal of the campaign on Friday night in a 3-1 win over the Faroe Islands.
Steve Clarke’s side also have plenty of motivation with a home play-off semi-final up for grabs for the teams with the best records.
“That’s been stressed to us this week as well,” McGregor said. “We needed this win to guarantee second place but in terms of the route through, we know we need something on Monday night as well.”