The Scots are staring at a fourth RBS 6 Nations wooden spoon after losing their opening two games to Ireland and England and McGeechan says he is still hurting over their 20-0 whitewash by Stuart Lancaster's team at Murrayfield on Saturday.
"It was very painful," said McGeechan. "We didn't look as though we were going to score, never mind win. It was very disappointing.
"Italy now is certainly a very big game, without a doubt."
Scotland have won only two of their last 12 Six Nations fixtures and their next opponents are the Azzurri - who have also lost both their first two matches against Wales and France - in Rome on February 22.
Scott Johnson's side have conceded almost 50 points in their opening two games and scored just three as their attacking plans failed miserably both times.
McGeechan, the former British and Irish Lions coach, is at a loss to explain the Scots' current sorry plight.
"I don't know enough about the ins and outs to say what is going wrong," he said. "I've been away from it for nearly 10 years.
"I watch them on a weekend and want them to win."
Since McGeechan left the job in 2003, Scotland have tried three Australians, an Englishman and a Scot in Frank Hadden, in the managerial role while Australian Johnson will hand over to New Zealander Vern Cotter this year.