The Blues boss also confirmed that the club will not be appealing the straight red card shown to Craig Gardner for a lunging tackle on Wigan substitute Franco Di Santo in the last minute of the game at St Andrews on Saturday afternoon.
"The unbeaten record is a phenomenal achievement, a great credit to everybody at the club, but the players are the guys who have to go out there and do it and they deserve a pat on the back," McLeish told the BBC after the game.
"Wigan were a handful. We probably had the best of the chances but had to be on our toes for their quick movement up front, they gave us some problems but our two centre backs were immense.
"Gardner's studs were a little high and nowadays when your studs show and you make contact it usually results in red card. A couple of years ago maybe it would have been a booking, but I don't think we will be appealing."