The Scot, who has endured a tough first season at the club, is under pressure from Villa fans following protests but the former Birmingham manager is not throwing the towel in yet
In his first season in charge, Villa have won just seven games – the second lowest this season amongst Premier League clubs – in what has been a disappointing campaign at Villa Park.
But the former Rangers boss remained upbeat ahead of his side’s last game of the season away at Norwich and denied that he is preparing to leave the club.
“I have not given that any thought [to leaving] at all,” McLeish told reporters.
“It's not something I have even thought about. You are speculating, it's all hypothetical.
“I think we have worked well together as board and manager and staff. We have had a difficult season but it was anticipated. We did say about it being transitional.
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“Now hopefully we can move forward with some good signings and a little bit of change.”
When asked whether his first season had been a failed one, McLeish joked: “After one season? Did you expect me to win the league?
“When you look at the problems we have had, the amount of kids, we had a reserve team playing at Old Trafford last night and they could have qualified for my first team in the last few weeks.
“You have to be a little bit more understanding.”
The former Aberdeen player also revealed that he is planning ahead for next season and hopes to talk to chief executive Paul Faulkner after the game against the Canaries.
He said: “I anticipate still being here next season.
“I have emailed Paul, he's away on business just now and I have asked when we can sit down next week. He says he is back and available from Monday all next week.
“I expect us to sit down and talk next week.”
McLeish did, however, admit that his spell in the Aston Villa dugout has been his hardest yet, although he feels luck has not been on his side.
“I couldn't say it was enjoyable,” he admitted.
“It's been a huge challenge. You really enjoy it when your team is winning regularly. We didn't do that enough.
“We have underachieved in terms of past history, no doubt about that, in terms of name Aston Villa.
“We have missed Darren Bent for 19 games now. I would have expected four or five goals in those games at least which would have made things more comfortable.”