N'Zogbia looked certain to join Blues last month after the two clubs agreed a £9million fee and personal terms.
But then N'Zogbia asked for more money at the 11th hour, McLeish stood his ground and the deal collapsed.
McLeish said: "I hope our fans give everyone a hostile reception in the Wigan team, not just Charles. But I think he will get a good welcome!
"You know what fans are like. They are within their rights to do a lot of things.
"A fan will support his team and, if it means giving someone the bird, then he or she will do that.
"It is just part of the game and footballers have to take it on the chin and get on with it."
McLeish added: "Charles came and went. He had a chance to come and we just never got the deal done.
"It is brushed under the carpet and we move forward.
"I want to draw a line under it. It's over. We've moved on. I'm philosophical.
"I've lost a few deals in the past but you have to move quickly forward."
Meanwhile, City striker James McFadden has undergone a successful knee ligament operation in London.
But McLeish will put no time limit on how long the Scotland international will be sidelined until he sees the specialist again in three months' time.
McLeish said: "James had what was seemingly a good operation.
"I don't think we will be making any diagnosis about length of time until Christmas time when he goes back to the specialist and gets a further update."