But it was Birmingham, not Glasgow, where McLeish caused the biggest commotion. The Scot's decision to swap Birmingham City for their fierce local rivals Aston Villa in 2011 was something which outraged both sets of supporters.
"I was planning for a new season with Birmingham, but I started to get a bit of feedback revealing they wanted to sign players that I didn’t want," he tells the October issue of FFT, which you can order here. "It was a situation where there was no doubt that I had to leave.
"I ended up a mile across the city, which upset quite a lot of people, but I went to Villa thinking, ‘It’s up to me to prove to the fans that I’m the man for the job. If the club is struggling, why not take the challenge to make them better?’"
Some Villa fans never accepted the new manager, and even defaced the training ground after the Scot's arrival, while several key players left the club before the start of the 2011/12 season. Amid a hostile atmosphere, McLeish would last only one year at Villa Park, with the club finishing 16th and narrowly avoiding relegation before he was sacked.
"It proved to be one of the hardest jobs in my career," he reflects. "I was set the target of finishing as high as possible in the Premier League, while also reducing the wage bill hugely.
"Ashley Young and Stewart Downing left over the summer and Shay Given, Richard Dunne and Darren Bent all missed periods of the season due to injury. And then there was Stiliyan Petrov, who was diagnosed with leukaemia. It was a big impact to lose the captain. We managed to stay up, but it was a really tough campaign; a constant juggle between managing injuries, reducing wages and still trying to win points."
McLeish left for Nottingham Forest and never returned to Birmingham - we reckon that wasn't a bad decision.
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