McLeish reserved special praise to the players he had been enforced into bringing into the team due to suspensions and injuries to some of his first team squad.
"It was a hard tie," the Blues boss told Sky Sports News after the goalless draw at The City Ground.
"We knew when the draw was made that we were facing a Forest side who were in great confidence, albeit we are too.
"We made a few changes, enforced changes with one or two injuries and niggles, and I thought the lads who came in gave us absolutely everything.
"They gave 100 per cent attitude and application and Kevin is unlucky not to bag a brace.
"Stephen Carr was suspended, James McFadden was a bit tight on his hamstring and Scott Dann had a bit of tenderness in his knee.
"Maybe it could be seen as a calculated risk to keep the momentum going if it was a Premier League game but I feel we have enough experience and ability in reserve to come in and they slotted in very well.
"I understand they are perhaps lacking a bit of match practice but that didn't stop those players coming in and giving us everything.
"I would have liked to have won it, but Forest had a lot to say about that.
"They had their chances and we also had our chances, but we'll take the draw. We're still in the cup."