McLeish has experienced the high pressure of managing Rangers and Scotland in addition to Birmingham, but regards changing the current situation at Villa as his stiffest challenge.
McLeish, who replaced Gerrard Houllier last summer, said: "Is this my biggest test in football? Yes, it probably would be."
He continued: "Rangers was a very tough challenge as well because they expect to win every single week, every single game. It was a different kind of challenge there, if you like.
"There was a spell at Rangers when we weren't winning and again it was difficult with the finances at times.
"We offloaded a lot of quality players one summer and we didn't really do the right thing replacing all of them but then, the next season, we did and it was all rosy in the garden again.
"I knew when I came to Villa that there were going to be some demanding times ahead and that changing the squad around would take time. But I took the challenge up and I'm certainly not going to quit it now.
"I want a bit of respite and I know how hard I work here. I've not got a magic wand and I don't think there are a lot of managers who could do a lot better than the job I am doing just now."
In terms of coping with the pressure and the negative reaction of fans, McLeish said: "I know you wouldn't like it! Until you have walked in another man's shoes you don't know what it feels like.
"By the same token I don't know what pressure you (the media) are under so I have to respect what you guys are doing. I am used to this business and while no manager will say it (having the fans against you) is not a problem, of course it is. But my goal is to make the Villa fans happy."
Source: PA
Source: PA