The veteran duo has been struggling to get regular first-team football and could be interested in a move away from the club.
“I would like Lee and Kevin Phillips to stay for the rest of the season,” McLeish told the Daily Mail.
“I understand that, if there’s something they feel strongly about that was better for them, I wouldn’t stand in their way.
“They are reasonable people and phenomenal professionals. At the moment, I believe they want to stay.”