Following last season's ninth-placed finish on their return to the Barclays Premier League, McLeish appreciates expectations are high.
Although Blues are through to the semi-finals of the Carling Cup, they are 14th in the league and without an away win this campaign.
McLeish, however, feels too much is made of such an issue, with the season not even at the half-way point.
"People start to get paranoid and start criticising you when you're in the bottom part of the table," McLeish told the Birmingham Mail.
"But they shouldn't because the quality is great and it's a credit to the Premier League.
"At the end of the day there could be the 20 best teams in the world in a division, but someone will still be at the bottom. We've got to try and rise above it."