McLeish told the Birmingham Mail: "I never thought we would have a chance of getting someone like Jovanovic.
"Having seen him in the summer I thought, yes, he's quality.
"He's out of contract at the end of this season and it was suggested there was an opportunity, but I don't know.
"I don't like to say too much because I don't like disappointing the fans if players are mentioned and things then don't happen.
"But I would definitely have Jovanovic at this club, if I could."