Media reports on Wednesday had suggested that Blues were in discussions about trying to sign the 32-year-old midfielder and now McLeish has confirmed that talks have been held with the player.
"We've had talks with Lee," the Blues boss told Sky Sports News. "We're now waiting on an answer.
"I think the talks were purely on a football matter and no financial terms have been discussed as yet.
"I think Lee was pretty receptive to the plans I have for this half of the season, and beyond."