But McLeish said: "Let me prove myself and I will win the fans over. I'm the man for this job.
"Am I fazed by it? No. Have I had it before? Yes. I've got thick skin and I'm ready for the challenge."
The Scot, who has managed Motherwell, Hibernian, Rangers, the Scottish national side and Birmingham, insisted it was a tough decision to leave City for their bitter rivals and thanked the Blues for their support.
''To think I have been able to manage both of them [Villa and Birmingham] is a wonderful honour," he said.
''I would not say it was a difficult decision in my career but it was a tough one, it is not every day you get offered a job like this. There is no way I could not have been the manager of Villa.
''I thank them [Birmingham] very much for their support over the four years I have been there. Not everybody was sure of me at Birmingham and, OK, I left on relegation but we just fought one of the hardest Premier League campaigns ever.''
Villa fans protest against McLeish
McLeish also added that he would have no problem looking to St Andrews in an attempt to add to the Villa squad.
"I know there are many good players there but the policy that I have always maintained is not to talk about other clubs' players," he said.
"I am getting bombarded - we are just going to assess things at the moment. If I thought a [Birmingham] player could improve Aston Villa, why not?"
McLeish said one of his priorities is to keep hold of England winger Stewart Downing, who has been linked with several Premier League clubs.
"No chance do we want Stewart Downing to go. We certainly don't want to lose Stewart," McLeish said.
"He's a top player.
"I need to see what Stewart's thinking when he comes back because I know that he made some comments when he was away on England duty.
"I'll have a chat with one or two in the coming days and weeks before pre-season training starts and once I get them in for pre-season training proper then I'll get a better idea."
PHIL MCNULTY'S BLOG
“In taking over at Aston Villa only a matter of days after quitting Birmingham, McLeish is about to test himself as a person and a manager”
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