North Melbourne runner Jamie Macmillan says the Kangaroos can win the flag this year.

The Roos have made preliminary finals in each of the past two seasons and Macmillan, a member of the club's leadership group, is bullish about their prospects of winning their fifth flag and first since 1999.

Appearing on AFL.com.au's First Bounce on Friday afternoon, Macmillan was asked by the club's most recent premiership skipper Wayne Carey whether he truly believed North could break their drought, and his response would have excited Roos fans.

"Yeah, I do," Macmillan said. "I think it's something that has changed a little bit (among the playing group), that mindset.

"When we played that first prelim (in 2014), especially because we were playing that catch-up footy through the back half of the year, everyone was sitting back and thinking, 'That surprised us a little bit.'

"Then to back it up with the year we had last year – and we have a really good understanding of what we did in that second half of the year to turn it round – now we've got that belief (where we know) the first one was no fluke.'

"Going into this year, especially the last two months when we've been training, I really feel amongst the group, and the experienced guys have really led the way, that we're training to play in a Grand Final this year."

North has a chance to hone its play in its first NAB Challenge hitout against St Kilda on Saturday afternoon at Wangaratta.