With the spotlight firmly pointed at Reds boss Rafael Benitez and his players to produce a much-improved performance, McLeish is wary that the home side will be desperate to give their fans something to cheer about and help get their season back on track.
"There are some great arenas throughout the world and Anfield is one of them. We are living in a knee-jerk and blame culture and have done for a few years.
"But I think it is tremendous the Liverpool fans have stayed loyal to Rafa."
McLeish added that although Benitez is under fire, his own club is experiencing some difficulty at the present time.
"Rafa might have problems but I have problems too," added McLeish.
"It is not as if we are on an even playing field with them going to Anfield. They will still be big favourites to beat Birmingham City.
"Our mission is to play as well as we did at Old Trafford, Tottenham and the Emirates this season - but this time comeback with something to show for our efforts."