Birmingham had a £8million bid for the highly-rated striker turned down by the Cottagers.
McLeish told the Birmingham Mail: “I never saw the striker there that I really craved – unless I was going to be paying 10, 12 million.
“I never went back in officially, for Bobby.
“We sounded out Fulham privately but we never made an issue of it because I had read Mark Hughes’ comments in the newspaper about him being a focal point for Fulham and that he had started the season great.
“I thought there was absolutely no chance, so it didn’t go any further. But I can understand why there were bids for him.”