On Wednesday, Labour confirmed it had started disciplinary action and a probe after revelations about the group, which contained Holocaust deniers and antisemites.
The details emerged following an investigation by researcher David Collier into the Palestine Live secret Facebook group.
Asked about Mr Corbyn’s membership of the group, Mr McDonnell told Adam Boulton’s All Out Politics show: “When he discovered, and it was pointed out to him that there were some people in it expressing antisemitic views, he immediately came out of that.
“But also what he’s said and this is our policy in the Labour Party – if any of those individuals are associated or members of the Labour Party, we will take firm action against them.
“We will not allow any racists within our party, including antisemitism. It is appalling and we will not accept it.”
Mr McDonnell’s chief of staff, Seb Corbyn – who is Mr Corbyn’s son – was also revealed to have been added to the group in 2017, but the Shadow Chancellor was not asked whether he had questioned his employee about the matter.
After the interview, journalists including Dan Hodges, of the Mail on Sunday, and Politics Home’s Kevin Schofield tweeted that the party was taking a different line.
Mr Schofield tweeted: “Labour insisting that John McDonnell's claim that Jeremy Corbyn left the Facebook group when he discovered it contained antisemitic content is not correct.”
Mr Hodges wrote: “Spokesman for Jeremy Corbyn tells me John McDonnell's statement to Sky was ‘not right’. Apparently, Corbyn left a number of Facebook groups at time he became leader.”
Yesterday Mr Corbyn had said: “I was joined on to that group without knowing it in probably about 2013/14. I removed myself from the group in 2015.”
He admitted he had replied to “a couple of things” on the forum relating to Parliament’s vote on recognising a Palestinian state, but said he had “never trawled through the whole group”.
“I have never read all the messages on it. I have removed myself from it,” Mr Corbyn said.