On first appearances bottom club Charlton should provide little resistance but although they appear doomed to relegation, McLeish fears they may put a late run together.
"Our players should feel good about themselves after the Wolves game but the one thing we won't allow them to do is be conceited," he told the club's official website.
"They're entitled to go into the game with confidence but they know they've got to earn the right against a Charlton side who are fighting really hard.
"They had a great result last week against Southampton and quite simply we know from past experience in this division there are no easy games. If you're a team at the top you've got to deal with these situations psychologically."