The visitors are ranked the world's best one-day side but were stunned as the Saltires won by six runs for the best result in their history and a first victory against England.
Former Durham and Warwickshire batsman MacLeod said Scotland's first worldwide cricket win over England was a "massive statement".
The victory came in Scotland's first game since the associate nation was denied a place in next year's World Cup after the decision was made to cut down the number of participating countries from 14 to 10.
It looked as if England would win while Jonny Bairstow was at the crease.
"This does not take away what happened in Zimbabwe and everyone's feelings about the ten team World Cup but this was a special day".
"It is up to us to build on it. Hodgey said for too long Scottish sport has been about close misses and this could have been one of those days". We didn't do enough to win.
While England were suffering a surprise ODI defeat to Scotland in Edinburgh, or "Henning Berg" - former Manchester United and Blackburn Rovers defender - according to Bumble's mispronunciation, attention turned to the upcoming Australia series and the hosts' preparation for the World Cup in a year's time. "I'm not hugely disappointed about it because it was a good competitive game and that is all we could have asked for".
"A one-off game like this, to bring your best game is very hard to do, they played well and deserved the result", said Morgan.
"We were miles off where we expect to be and didn't do enough to win", he said.
But England's weakness is their bowling and even a reduced Australia team here at the moment has the potential to make some very big scores over the rest of this month in a five match series that starts at the Oval on Wednesday.
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