After a frustrating end to the transfer window, the Championship outfit capped the week off with a disheartening loss against the Scot's former club.
Chris Burke, one of several Forest targets in January, scored both goals for the hosts, and his non-arrival has led to suggestions that McLeish has lost the board's backing.
|20/1||Nottingham Forest are 20/1 to be promoted with BetVictor|
"I'm not going to make any comment. I'm going to talk about the team and game," McLeish told reporters. "I'm only talking about football.
"We know he [Chris Burke] is a good player and capable of doing that. I'm disappointed we didn't get the deals over the line.
"Today it haunted us badly. It's disappointing that we went so far and it didn't happen but that's the frustrations of the transfer window."