McCanns criticise police for failing to follow Maddy leads
The couple said they should not be forced to "beg" for co-operation between the British and Portuguese authorities.
Speaking the day after a court upheld a ban on a book in which a former detective claims Madeleine is dead, the McCanns appealed for fresh help from officials to find their daughter.
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Hide AdMr McCann said: "You would hope that the parents of a missing child shouldn't have to be here begging for such assistance and that the authorities would actually do everything in their power in the first place."
The couple, both 41 and from Rothley, Leicestershire, have employed a series of private detectives to search for their daughter since she went missing from Praia da Luz in southern Portugal in May 2007.
They said there were cases where their investigators had passed leads on to the Portuguese authorities and Leicestershire Police, their local force, only for them to be ignored.
Mr McCann said: "There are certainly instances where information which we think is very credible and worthy of further investigation has not been actioned.
"We're gutted, it's absolutely shocking and difficult.
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Hide Ad"We're trying our absolute best, Madeleine's still missing, and as we say the perpetrator's still there.
"We're not saying they are the leads that will result in finding her. But if you don't investigate information when it comes in, you will never solve it."
His wife added: "It's heartbreaking, to be honest."
He added: "I think people are reluctant to undertake a review because there's been difficult, sensitive issues.
"But Madeleine's rights should be put first. She's missing, she's innocent, and whoever's taken her is still out there, and that has to be of paramount importance."
Mr McCann said the authorities had done hardly anything to look for Madeleine since the Portuguese investigation was shelved in July 2008.