The Blues boss has confirmed that the 27-year-old midfielder is keen on a move away from St Andrews.
"Olivier's not gone yet and I know that his head's somewhere else, but while nothing happens he'll continue his duty with us," McLeish has said.
"He'd like to move on, so I'm not going to stand in his way.
"The other players are in my plans and we'll go ahead, go forward with them. Kapo isn't in those plans so it's better he moves on."
Former Blues boss Steve Bruce, who brought Kapo to Blues last summer, is said to be keen on signing the player for Wigan.