Blues were beaten 2-1 at The Reebok Stadium on Sunday afternoon but McLeish was quick to hail his players for achieving 50 points and a ninth place Premier League finish.
"I had my little moan at the lads after the game and then quickly emphasised how fantastic the season was for them in the league," he told Sky Sports.
"To finish ninth for a club like Birmingham with our resources and coming up from the Championship especially is just a great achievement.
"The secret is to do it again next year but I've heard from even more experienced managers that even to stand still it costs a lot of money, so we're mindful that everyone else will want to be above us at the end of the season.
"It will be tougher and we've got to be prepared for everything which is why we have to redo our quality in the market.
"I was lucky enough to have consistency which helps as the players get to have an understanding of each other and some telepathic partnerships.
"We're already trying to sow some seeds but it's so difficult to get players in to enhance the quality. I can bring players in no problem, but I don't want to waste the club's money.
"I want to try and make sure that each piece of the jigsaw is correct and team building can be something that's very difficult to do if we don't get the right people.
"We're pulling out all the stops to try and get the right players in but in many cases we'll be competing with other clubs for the same players."