And he is backing his former boss Sir Alex Ferguson to win more trophies at Old Trafford.
McLeish played under Ferguson when Aberdeen lifted the European Cup Winners Cup and broke up the dominance of Rangers and Celtic in Scotland.
Rooney has questioned United's ambition after confirming his desire to quit the club and indicating he will not sign a new contract. But McLeish has seen Ferguson bounce back before after lean times and believes Rooney is making a big mistake.
McLeish said: "I am amazed that Wayne Rooney wants to leave Manchester United. He is still young and he has got years ahead of him.
"It is not my business but Sir Alex knows the best way to handle it. There is no better man to handle a situation like that than Sir Alex."