McLeish seems certain to be among the contenders when some of the big managerial jobs come on the market after three years of success at St. Andrew's.
He has led Blues to promotion, their highest ever top-flight finish - ninth - and now a shock cup success over Arsenal at Wembley last weekend.
But he is adamant he has unfinished business at Blues ahead of the Barclays Premier League clash with visiting West Brom.
He said: "I just signed a new contract after protracted talks and I am happy at Birmingham.
"It is a great start for me in terms of winning a trophy here inside three and a half years.
"It is something I never thought we could achieve in such a relatively short time but we are still developing. We still have a lot of work to do.
"With the right organisation and planning, we can go onto better things."
Source: PA
Source: PA