Goals from John Marquis, Mallik Wilks, James Coppinger and Matty Blair saw Rovers come from behind to secure the win and bring to an end Walsall's unbeaten start to the season.
'I said to them at half time that it would be a statement win and we've done that,' McCann said.
After an even first half in which a Marquis penalty was needed to cancel out Walsall's opener from Morgan Ferrier, Rovers surged out of sight.
And McCann said work rate was key for the excellent performance.
He said:Â 'I just thought that we were coming to a team that hadn't lost, a new manager, a new identity, a team that works hard. I was speaking to Dean Keates before the game and he says the group just buys into hard work.
'We knew we had to match that if not better it if we were going to win.
'In the first half it was even but we were a little bit ahead of them in terms of possession and chances.
'In the second half we took it to another level.
'I think that's the first time this season that we've come from behind.
'The character in the group is really good.
'Last week a team scored against us to equalise and had a foothold in the game. But we still had the character to go on and win the game.
'Six points out of two and a long way to go.'
Rovers had lost their last seven matches against Walsall '“Â something which McCann had been keen to emphasise in the build-up.
And he was delighted to end the hoodoo as well as securing back-to-back wins for his side.
'I thought it was a very good performance at a place that is not easy to come to,' McCann said.
'I said on Thursday that we wanted to re-write the history books after the last seven performances against Walsall.
'First half we were the better team but it was quite close.
'In the second half we were outstanding and looked like we could score at any opportunity when we went forward.
'The three substitutes made a huge impact and that's the strength in depth we've got at the minute.
'The lads that started, we identified Walsall's threats, nullified them and made sure we used our threats at the other end.'