Blues looked to be heading for their third consecutive defeat when substitute Samir Nasri scored for the Gunners with 81 minutes of the game gone.
However, 'super-sub' Kevin Phillips earned Blues a share-of-the-spoils by equalising for Blues in the final minute of the match on Saturday afternoon with what was the 250th league goal of his illustrious career.
"We went for it at the end. Roger Johnson went up front and Barry Ferguson
slipped in as a sweeper," McLeish told Sky Sports after the 1-1 draw.
"But Arsenal were so dangerous, they left three up and could possibly have had another goal, maybe even two.
"But we went for it and got what we deserved.
"Kevin [Phillips] has been a brilliant servant to football in general and a great credit to our profession.
"We're lucky to have him and he deserves all the credit in the world but I'm really proud of the whole bunch of players today."
