McLeish has held talks with club owner Carson Yeung's right-hand man, Peter Pannu, regarding his strategy for next month.
The Blues would not reveal whether he is satisfied or not with the budget at his disposal.
But, a striker is a priority for McLeish who has already been linked with Robbie Keane, Ryan Babel and Jay Bothroyd.
He said: "We've got some targets and we are working on them.
"We brought in a specialist number one in Ben Foster last summer and he has performed extremely well.
"Now we are looking for specialists in other positions."