Birmingham were the pick of many pundits to head straight back into the Championship after they were promoted last season.
But they have been this season's surprise package and are on course for a top-10 finish.
How to sustain that kind of form next season and move the club forward is something that McLeish must now contend with.
He said: "I am only too aware how things can turn in football. I have to keep my focus on maintaining the form Birmingham have shown this season into next season.
"This is going to be a huge challenge. Everyone else will be trying to improve their squads and teams who were expected to finish higher will certainly be big threats.
"We have got to try and keep up with them and try and bring in more quality to augment the squad. Often the second season syndrome can be a problem for clubs.
"We are aware of all that and the fact that these guys have turned up for work every week this season means that they have to do it again next season.
"The big characters in the game who perennially win the Player Of The Year trophies and the consistency trophies are the guys who do it year in and
"Here at Birmingham, Barry Ferguson, Lee Bowyer and Stevie Carr are great examples and great inspiration for the younger players who want to do well
in the game.
"These three players have the legs to go again - no doubt about it. They have shown that this season.
"Ferguson came from Scotland after a difficult last few months at Rangers and he has been truly outstanding.
"Lee Bowyer has scored six goals this season.He has had chances in every game since but he is looking for that elusive seventh goal.
"Stevie Carr coming out of retirement to perform the way he has performed, what can I say about that?
"The challenge for these guys is to maintain that form because they know if they come off the pedal they will be viewed as one season wonders.
"But all I can say about all the players is that every expectation level that has been put in front of them this season they have risen to the challenge.
"I will be asking them to do it next season and I believe the characters are in the side which will enable them to do it.
"I did expect to do well this season but I thought we punched above our weight to have done what we have done this season."
Despite being confident of his side McLeish decided not to make his hopes public.
"I've been a manager for a few years now and adopted a cautious approach and not shouted from the roof-tops because I know football can slap you in
the face," he said.
"So I can say that it has been an outstanding and extraordinary season for the players.
"There have been many highlights this season. We have played against the top clubs at St Andrew's and done quite well against most of the teams in the top eight.
"There have been a lot of great moments, but just the fact we have done so well in the league speaks for itself.
"By the end of February we were on 40 points and this was probably the big highlight of the season to get to that mark in our first season back in the Premiership.
"We didn't put down the tools after that and although we haven't taken as many
points in the second half of the season we have still maintained the level of performance which is very pleasing and I did expect that squad of players to be in the Premier League next season."