Nathan Buckley saw some "incremental" improvement in Collingwood's big Anzac Day win over Essendon, but says they need to find more.

The Magpies dominated the Bombers early at the MCG on Monday, kicking eight first-quarter goals to set up what became a 69-point win.

Steele Sidebottom won the Anzac Medal for his four-goal game, while American rookie Mason Cox acquitted himself well in his first game for the club.

Buckley was pleased that the Pies did what they set out to do at the start of the game, before finishing off well in the last quarter.

But he said the players - coming off losses to Melbourne and St Kilda that had placed the team under heavy external scrutiny - had to keep moving forward.

Collingwood will play West Coast in their round six match, at Subiaco on Sunday afternoon.

"I think we've incrementally improved. I think people last week were under-rating what St Kilda and Melbourne and any other team in the comp are able to produce," said Buckley after the win.

"That's why we were really happy with the first half given that Essendon have been more than competitive for most of their matches.

"We take the points, and we take the positivity from playing closer to the way we want to play. There's still a lot to work on.

"We've got six days until West Coast and we really need to make sure we understand there's still a lot of improvement in us and we've still got to find it.

"Wins are hard to get - right across the competition; you can't afford to be a couple of percent off because you'll get whacked.

"We'll take the four points. Any win is going to be crucial. And right now where we sit, it was an important performance, but we put it in the back pocket.

"We've clearly got a lot of improvement if we want to be competitive against any opposition going forward because we can't afford to take a half-step back."

Sidebottom was unwell before the match - "just a bit crook in the guts," as he put it - but scored three of his four goals in the opening term to get his team going.

Sidelined early in the season by a two-game suspension, Sidebottom said it had been hard to sit and watch the team struggle to find form in their early matches.

"The report in the first game wasn't ideal and sitting in the stands when the guys aren't performing to our best, it hurts a lot," he said.

"To be able to be back out there and go into battle with your mates, we've been building a little bit but we saw some results come out today and the guys get around each other.

"We do a lot of work during the week to make sure that we can come out here and perform."

Cox - recruited by the Magpies almost two full years ago and promoted off the rookie during the week - kicked the first goal of the game.

He took two contested marks, gathered 10 possessions and made his coach happy.

"He was excellent," Buckley said. "He gave us everything we selected him for: the contest in the air, a bit of a beacon going into 50 or down the line when we needed to go long down the line.

"His follow-up at ground level was pretty industrious as well, he created a few opportunities for the front-and-centre boys.

"And he competed really hard in the ruck."