Blues have won only one of their opening seven matches in the Barclays Premier League and were booed off at the end of last weekend's 2-0 defeat by Everton.
McLeish was upset with that reaction to Blues' first home defeat in 13 months and wants supporters to show faith in him and his staff.
The Blues boss told the Birmingham Mail: "I understand people are frustrated and so are we. But the fans have got to trust me. I have been in this game a long time and we are aware of what we need to improve upon."
He continued: "We are trying to find the right solutions, trying to find the right balance.
"There have been some changes since last season and we have dropped some big points.
"But there are plenty still to play for and we have a team that is well capable.
"We have forwards still striving to find their feet and, as yet, I've not found the most potent combination, despite trying them all."