A Cameron Jerome brace helped Blues to a 2-1 win against Rovers on Tuesday night and took them up to the dizzy-heights of sixth in the table but McLeish has warned the players that they have not yet gained the required points for Premiership survival - Blues' main target this season.
"We need to keep our feet on the ground but we need to challenge the players in every game," he told Sky Sports after the win against Blackburn.
"We've got to try and amass as many points as possible as quickly as possible but we've achieved nothing yet.
"I'm really proud of the players. It was a phenomenal performance and I thought we could have won by more. I thought we were fantastic tonight.
"Cameron scored goals against Blackburn the last time they came here a couple of years ago. He was brilliant tonight."