McLeish was from from happy with the way in which the side had begun the game with striker Darren Bent scoring twice inside the first eleven minutes for the hosts.
However, Blues looked a different team in the second half and pulled a goal back in the 60th minute through Cameron Jerome.
The goal lifted Blues, they forced Sunderland onto the backfoot and it not been for a number of superb saves from Sunderland keeper Craig Gordon then they surely would have taken at least a point from the match against Steve Bruce's side.
As it was, with Blues pressing forward, Fraizer Campbell scored a third goal for the Black Cats three minutes from time to earn them a somewhat flattering 3-1 success.
"We started the game poorly, it was so unlike us" McLeish said after the game.
"To lose a goal like we did in the first five minutes was somewhat shambolic.
"We could have been four down after 20 minutes.
"Second half we were much more like ourselves, we had enough chances to win a couple of games.
"Craig Gordon has saved them from losing, he was magnificent. That was an international class performance from him.
"I feel on the second half performance that we deserved to get something from the game."