Before Christmas it was announced that McCarthy would be joining Leinster at the end of the season on a three-year deal but the lock forward revealed it was not a decision he made overnight.
"My decision was made and I just want to concentrate on my rugby, keep working hard and finish playing as hard as I can for Connacht," McCarthy, who has been named in the Ireland squad for the Six Nations, told the Irish Examiner.
"It was a big decision, but that's gone now and I have just got to look forward. I am looking forward to a new challenge but obviously I want to keep playing as hard as I can and give everything I can to Connacht's finish and make sure it is as strong as we can."
McCarthy's immediate focus is ending their Heineken Cup campaign with a third victory in the pool stages with Zebre arriving at the Sportsground on Friday.
"It is a short turnaround now with the game on Friday," he added.
"We need to come back raring to go on Friday in front of our home fans. It was disappointing against Quins but we need to finish the Heineken Cup with a bang."