Goals from Chris Dagnall (2), David Mirfin and Martyn Woolford secured a 4-0 win over Sheffield United at Bramall Lane.
It emphatically drew a line under the Nigel Adkins era, and showed the players were united behind the new boss.
"I'll enjoy this. Don't get me wrong, there will be bad days and I'm not going to get too up about it, likewise if we'd come and been defeated I wouldn't have got too low," said Baraclough.
"We came here to win, we didn't come to sit back and defend. I can't praise the lads enough as it's been a tough week for this football club.
"The players have been in limbo. We've just done our best to keep the lads training properly, getting their minds right and putting in a performance. I couldn't have asked for anything more."
Gary Speed, the Sheffield United manager, conceded the Iron were the better team - but felt the referee Neil Swarbrick had been harsh on his side.
"Credit to Scunthorpe, they played great in their manager's first game, you can't fault them. But they had a lot of help and took advantage of it," he said.
"We got beaten 4-0 by the better team. I thought we were the better team in the first half but then we lost our discipline. We felt hard done by and didn't handle it right.
"Their first goal, if you look at the video it's blatant handball. Then we had a goal disallowed. I've seen the video and I haven't got a clue what they disallowed it for. We then had a penalty appeal, which was a hundred times more of a foul than whatever our goal was disallowed for.
"I've been here for two-and-a-half years now and I've never known a place where you get so little as a home team. It cost the previous manager [Kevin Blackwell] his job this year and now it's keeping on. It's getting beyond a joke but I must stress that's not an excuse for this performance."