McLeish accepts his switch from Blues to Villa Park would stir passions amongst both sets of supporters but insists he never had any second thoughts about joining Villa from their local rivals after signing a three-year contract.
The Scot said: "You can understand the emotions and passions of football fans as long as it doesn't go to the extreme."
He added: "When I was in charge of Rangers, I didn't really feel I was in any danger at all.
"Will I take more security precautions? I haven't really thought about that side of it. Maybe some people would like to give me a punch or something like that!
"Moving across the city has stirred some emotions, but it's a fantastic challenge for me - and one I couldn't think twice about."
McLeish admits he has developed a thick skin after being in charge of Rangers and the pressures that come with the Old Firm battles in Glasgow.
He said: "It's part of your mental toughness when you grow up as a kid, then as a professional and winning trophies as a player and getting international caps.
"You kind of get stronger in the mind. It doesn't make you immune and it's not water off a duck's back. It's still difficult, but I've experienced it.
"This has got to be one of the biggest challenges of my life and I want to test myself as a human being and as a football manager. It is the biggest challenge of my career."
Source: PA
Source: PA