She even bought a house in Dunedin and said it would be a wrench to leave her life here behind.
But the 32-year-old has signed a two-year deal with the Queensland Firebirds and plans to leave for Brisbane in the next couple of weeks.
"It is really hard when you are the import," she said.
"The Steel was not prepared to commit to me. There was even some noise that they weren't going to sign me at all, so I started to think I need to be in control of what I do and my future.
"I'd received offers from elsewhere first and I'd been holding them off. When I got word I wasn't in the Steel's plans, I had to investigate the offers. When the Steel finally got back to me, it was a little bit too late."
The Firebirds' offer provided McCloud the security for which she was looking. She grew up in Brisbane and still has a many good friends there.
Regardless, reaching the decision to leave was "heartbreaking".
"My manager helped take the emotion out of it. There are a lot of opportunities for my work outside netball in Queensland and it would have been silly to turn back the offer.
"I put a lot of it in my manager's hands and was surprised when the Steel came back to me and were prepared to commit for a bit of a longer period because they didn't want me in the first place.
"In the end, this is the way I'm going and I'm really happy about it. I've just been really, really torn because I'm really passionate about this place and I have a great group of friends here and my house and stuff. It just sucks but that is sport, I guess."
McCloud was one of the best performed Steel players last season and her departure will leave a void which has been filled in part by one-time Silver Ferns defender Sulu Tone-Fitzpatrick.
Star shooter Donna Wilkins will not be returning to the Steel and has been linked with a move north to the Central Pulse.
Earlier this week, the Steel confirmed Silver Ferns Jodi Brown and Shannon Francois will return next season alongside Courtney Tairi, Te Paea Selby-Rickit, Storm Purvis and Wendy Frew.
Experienced midcourter Phillipa Finch is also expected to sign.
