Some fans have questioned McLeish's tactics but the Blues boss told a supporters' Q&A session: "There's only 15 teams at the moment playing the one up in the Premier League.
"You go and watch England do badly at the World Cup playing 4-4-2.
"You watch the Champions League, the winners played with one striker.
"People want me to play with two when I don't think that we're ready for playing with two."
He added: "When everybody was looking for 4-4-2, we just weren't ready for it and I was afraid to take a couple of beatings which would've destroyed players' confidence, that would've set us back a mile."