Blues travel to Fratton Park this coming weekend to take on cash-strapped Pompey with McLeish predicting a tough game against Avram Grant's Championship destined outfit.
"People say we look a decent cup side with being good defensively and nicking goals. That is the theory," the Blues boss has said.
"We should be going into the game relaxed, but we will be up against dangerous opposition.
"Portsmouth are backed into a corner, they had a great result at the weekend, and have some great players.
"They are on their own patch and, as anyone knows in this league, including the top teams like Manchester United and Chelsea, it is not easy to go away and win.
"The draw could have been worse but it could have been better and we've been drawn away in every round this season.
"But we won at Everton two rounds ago and we think that, on our day, we can progress."