"I think it's great that my players are getting recognition, because that means we're doing well," he said. "So bring it on. I'd be quite happy, but it won't be easy for any club to buy players from this club."
McLeish added that he did not think the reported interest would make Dann take his eye off the ball.
He said: "I don't think Scott will get carried away with it because he's a guy who wants to learn and is blessed with leadership skills.
"I think he'll take it in his stride. The speculation should enhance his self esteem.
"He knows how I would feel about him if he all of a sudden became a prima donna."