McLeish claims Fergie turned down the chance to manage Rangers as he wanted the United job.
He told the Daily Mirror: “Alex declined the chance to manage Rangers – but that was only for one reason. Even then he had this big vision of going to England and managing Manchester United.
“Rangers weren’t the only club he declined at that time. There was Arsenal and Tottenham too.
“In my opinion, the boss was waiting for one club and one club only – United. The rest is history.”
He added: “Sir Alex still has a soft spot for Rangers after all these years. He loves walking into Ibrox and being inside.
“I still remember him coming into my office when we played them in the Champions League seven years ago.
“There was quite a big entourage in the office that night. I can remember Andy Roxburgh being there, too.
“But Sir Alex was holding court and he loved every minute of it. He was so pleased to be in the Rangers manager’s office having a drink and a laugh.
“It was good to see him walking through the door, even if the result hadn’t been so good for us.”