The Team Penske pilot missed out on making it through to the second phase of qualifying after setting the seventh fastest time in Group 2.
With the top six drivers from each group progressing from Round 1 to Round 2 of qualifying, McLaughlin was the first of those from his group to miss the cut.
McLaughlin's best time, a 1:06.7313s, put him just 0.0063s away from Ed Carpenter Racing's Rinus VeeKay who made the cut.
“I felt really good all day,” said McLaughlin.
“I've been in the top 10 in all the practice sessions.
“Unfortunately, in qualifying, on my flying lap we had a pretty freak sort of mis-shift which cost myself a couple of tenths and we didn't move through to Q2 which we could have easily done.
“I feel like we lost ourselves a top 10 starting position for tomorrow. We start 14th though, it's better than we have been in the past.
“I think we've got a good shot for tomorrow, we've just got to make sure that we get our strategy right, I get my in- and out-laps together, and have good starts, and we'll be okay.
“I'm looking forward to tomorrow.”
McLaughlin wasn't the only Team Penske driver to strike trouble in qualifying.
Stable-mate Simon Pagenaud had his fastest time in Group 1 disallowed for not slowing sufficiently under yellow flag conditions.
The Frenchman would wind up just behind McLaughlin in 15th.
Josef Newgarden and Will Power were on song, however.
Newgarden was the best of them all, claiming pole position for the third race in a row, while Power was fourth fastest.