Niall McGinn’s first-leg strike proved to be the decisive away goal in a 1-1 aggregate score against the Macedonian side, with the second leg ending goalless at Pittodrie on Thursday.
McInnes admitted it was a “very tight match” and that his side need to improve ahead of next Thursday’s clash.
“The onus was on us to try to be as positive as we could, but Shkendija needed to score,” McInnes said.
“We didn’t want to make it the type of game where we just keep possession, we wanted to be more positive, but other than the last 10 minutes of the first half we didn’t keep the ball as well as we’d have liked.
“I think we deserved to go through over the two games in terms of penalty box action and opportunities, but at times we played into their barrel by playing in the wrong areas.
“I never look too far ahead, but my staff have filled me in that they’re a big side with pace and plenty of technical ability. This will be a big ask for us but one we’ll look forward to nonetheless.
“It’s important we don’t lose the tie in the first leg and we bring them back here with something to think about. We showed last year against Groningen that we’re capable, but last year the first leg was at home which brings a different approach.”