Tries from Tom Voyce and Paul Sackey were key at Adams Park last night, while Danny Cipriani kicked 19 points for the second successive game.
McGeechan said: "The players have worked hard and we are proud of them. That last defensive play, when Sale went back 30 yards with the ball, showed the attitude. You don't get much spirit like that to the pound.
"Since we got all our players back from the World Cup, we have been consistent right through. We've only lost one Premiership game since October.
"Our scrummaging was excellent and we had a 100 per cent lineout."
McGeechan paid special tribute to Sackey, who has become a vital attacking weapon for both Wasps and England. "His game has gone up a level this season," he said. "He is a real handful in attack and if you create opportunities to score tries, then he will take them. His work rate is very good and he is playing really well."
Sale made Wasps battle for the win and head coach Shaun Edwards was so frustrated during the second half he removed his "lucky" flat-cap before quickly putting it back on.
"My son bought me it at Christmas and he calls it my lucky hat because we have never lost when I have worn it," said Edwards. "I did take it off when they got back to within four points. I was getting a bit hot and bothered, the pressure was coming on."
Edwards was impressed with Cipriani's ability to deal with the pressure in a tight match and pinpointed the last penalty he kicked.
The 20-year-old had to put the ball back onto the tee after it toppled over and, with time running out, still struck the ball well enough to reach the posts.
"I knew he would kick it," said Edwards. "When he had to reset the ball it meant an even more pressurised kick and that brings out the best in Danny."
Wasps will have to give their players a break from training over the next 48 hours in a bid to ensure they are fresh for Sunday's key match at Saracens.