Benitez is under the microscope after his side have won only one of their last eight games and will be desperate for a good result at home to Birmingham
But McLeish is more concerned about making sure Blues remain on the right lines after collecting four points from their last two games.
The former Scotland boss said: "I know what people go through when things aren't going well for you. I know the personal turmoil, the pride, and the type of characters I've met in football.
"I know how much pressure they put on themselves, never mind the outside pressure from the media, the fans etc.
"But I've got enough on my plate to be thinking and worrying about anyone else. We are only a bad result or two away from derision and people going against you."