Blues looked to be heading for a thrashing at The Emirates Stadium when Arsenal went two goals ahead inside the first 18 minutes. "But the lads rallied well. We got a goal back and put them on the back foot a wee bit. "We didn't have too many opportunities but it is all about belief. "We showed our spirit and but for a couple of moments we could have been coming away with another draw, although that's not denying Arsenal's quality."
However, Lee Bowyers third goal of the season seven minutes before half-time instilled a belief in the Blues side that they could possibly gain a point against The Gunners.
It wasn't to be, however, as Arsenal sealed victory with a third goal just two minutes from time.
"There was a time when I was wondering what the record score was for a Birmingham defeat at Arsenal," McLeish told Sky Sports after the match.
"They could have become edgy as we started to make more chances, but the third goal killed us.
"You always think you can stop goals and we could have stopped all three of theirs, but they are a fantastic team.