In a video shared on the official Rugby World Cup social media accounts, McCaw answered questions from fans ranging on his playing career to what lies ahead for the All Black great and former skipper.
When it comes to coaching, McCaw says the top job in New Zealand would probably frustrate him but some day he would like to impart his knowledge on the next generation of rugby players.
"When I was a player I could get out and do something about it," he said. "When you're a coach I think you got to have a different way of looking at it.
"I'd like to coach young kids one day."
The 38-year-old also ruled out returning to the field, saying he wouldn't last long these days.
"I don't think I would be right person for that. I'd last about 20 seconds I reckon before I got broken these days, so I'll just enjoy watching."
McCaw named Wallaby George Smith as the toughest player he's played against in his career, while All Blacks captain Kieran Read and former flanker partner Jerome Kaino were his two favourite All Blacks to play alongside: "As a loose forward trio they were pretty good."
One of the more "tricky" questions was about what he would change about World Rugby, the sport's governing body.
McCaw said the scrum is what he would look at, saying that it is a part of the game that "frustrates" him.
"One of the things I get a bit frustrated by [is the scrum]. A scrum can eat up a lot of time in the game, so ... if I was gonna change something it would be [to] stop the clock for when you're [in a] scrum and then it starts again once the ball comes in so you get quite a bit more rugby."
McCaw is in Japan with his wife Gemma and daughter Charlotte to watch Saturday's World Cup final between England and South Africa.