Guzan is out of contract this summer and McLeish accepts his decision may force the American to move on.
He added: "Maybe - and I did discuss that with him. It will be up to Brad and his advisors. But the club want him, that's the main thing.
"I don't think there's any need for a tantrum - it's the cruelty of football.
"Nobody likes to be on the receiving end. I did the same with Joe Hart and Maik Taylor at Birmingham."