McLeish steered Blues to promotion back to the Barclays Premier League in his first full season at St Andrew's after replacing Steve Bruce as manager in November 2007.
Then Blues experienced their best-ever top-flight finish in being placed ninth last season after being the bookmakers favourites to make a quickfire return to the Championship.
Blues made a difficult start to the current campaign, but four points from their last two matches with high-riding Manchester City and Chelsea have moved them away from the bottom three.
McLeish, whose side visit Fulham on Saturday, told Press Association Sport: "You are never satisfied and I don't think that is a bad thing.
"I think it is good when you keep testing yourself, keep pushing yourself, keep pushing the players and asking `can we do better' because you don't want to stand still.
"You are never happy. You always feel `we could be doing a little bit better' given some of the points we have lost this season and we should actually be better off."