The X Factor winner was sharing the story of a frightening experience where police had pulled their weapons on him.
"Police came round the corner, and held their guns at me. They held me at gunpoint and I shouted out, 'I’m from London'. I don’t know why, it was the first thing to come into my head," he said.
"It was very scary. One finger on the trigger and it could have been bang. What if a bee had stung them and they shot me?"
He added: "I was thinking I’m going to look so cool when I come back and talk about this," causing the panel to laugh.
However, a little while later Mclean apologised, telling viewers: "We’re in no way making light of the fact that there are guns in America."
The comments came after the panel held a debate on gun control in America, following the mass shooting at a Florida high school on Wednesday.
Loose Women continues weekdays at 12.30 pm on ITV.