Blues staged a remarkable recovery from 3-1 down on aggregate to defeat West Ham 4-3 over the two semi-final legs of the Carling Cup to seal a final date with Arsenal on February 27th.
It was the latest chapter of success at Blues for McLeish, with the Scot having also led them to promotion two years ago and a best-ever ninth spot in the Barclays Premier League last season.
But the Blues boss was the subject of comments from acting chairman Peter Pannu at the weekend regarding the value of some of his signings, and he knows his position ultimately depends on results.
When asked about whether his job was now more secure, McLeish said: "I don't want to talk about or answer that type of question. I'll just keep working to the best of my ability and whatever happens, happens.
"I'm not invulnerable if results don't go our way. We are in the results business and that is football and I accept I've got to get results.
"I've got a good one (last night) and maybe I will be here for a few more days yet."