The Blues secured an impressive top-10 finish in their first season back in the top flight following promotion.
The Scotsman, who had to overcome a mid-season regime change, crafted a side to secure their highest League finish since 1958/59 and achieve a record 12 game unbeaten run in the top flight.
Hull City became the fifth club to go down after surving a first season in the Pemier League. Reading, West Brom, Ipswich and Bradford were the others and McLeish aims to avoid joining that elite band of clubs.
"We will do some homework regards teams that struggled a bit in their second years to see if we can pinpoint one or two things to help us from their experiences," said McLeish.
"Certainly, we will leave no stone unturned and also get the right psychological messages to the players.
"Often the second season syndrome can be a problem for clubs - and it's something we will be taking seriously and looking into," he said.
City were among the favourites to be relegated. However, after an indifferent start, the club went on an impressive unbeaten run at the end of October which included creditable draws against Champions Chelsea, Manchester United and Liverpool.
McLeish also expects those who acquitted themselves well at the club to show it wasn't a one-off.
"The two lads who came from the Championship, the centre-halves, Roger Johnson and Scott Dann, were magnificent for us.
"Now these two and the younger elements of the team have got to show they can give me the same consistency next season. Can they do it again? Can they show it was no flash in the pan?
"That's what they will be judged on," added the former Scotland boss.
And McLeish expects his more experienced hands will have a key part to play as well.
"These guys have turned up for their work every week, they have to do it again next season.
"Those that do are the big characters in the game. The players who perennially win player-of-the-year trophies, and the consistency trophies, are the guys who do it year in, year out," he said.
"Barry Ferguson, Lee Bowyer, Stevie Carr - they are great examples and should provide great inspiration for some of the younger players who want to do well in the game."