Djalo recently revealed on his Facebook page that he was heading to Aston Villa, prompting McLeish to clarifying the nature of the deal.
"We're just going to look at him on trial," said McLeish told SkySports.
"Talk of signing him is premature.
"I didn't really want it to be anybody's business, but I know the lad put it on Facebook himself, so what chance have you got?"
Djalo is currently a free agent after he saw a deadline day move to French club Nice blocked by Fifa with his former club Sporting Lisbon then refusing to allow him back, meaning the Portuguese striker has found himself in limbo.
Aston Villa have been told they must work within a smaller budget and McLeish admits Djalo is not the only free agent the club is looking at.
"We'll quietly look at people when we get an opportunity," he said.
"There's others that are out there as well.
"We want to try and do things carefully and prudently, and we'll continue to do so."