N'Zogbia looked certain to join Blues last month after the two clubs agreed a £9million fee and personal terms.
But then N'Zogbia asked for more money at the 11th hour, McLeish stood his ground and the deal collapsed.
"I hope our fans give everyone a hostile reception in the Wigan team, not just Charles," McLeish said.
"But I think he will get a good welcome!
"You know what fans are like. They are within their rights to do a lot of things. A fan will support his team and, if it means giving someone the bird, then he or she will do that.
"It is just part of the game and footballers have to take it on the chin and get on with it."
Source: PA
Source: PA