McLeish rejected the charge and told Sky Sports News: "Rangers have made themselves very difficult to beat. The organisation is brilliant.
"I heard Lionel Messi saying that Rangers played 'anti-football'. Well, he's young and he's a little bit naive still in dealing with the media and the press, and knowing what football's all about.
"He's a tremendous footballer, but really it's up to him and it's up to Thierry Henry and it's up to Ronaldinho, three of the best players in the world, to break Rangers down.
"That's the challenge for them, for any defence that they play, instead of bleating about teams not attacking them enough."
McLeish is confident about Rangers reaching the next phase, and he holds out hope for Celtic too, even if last night's defeat to Benfica in Lisbon left them with just three points from three games.
"I believe Celtic can get through and Rangers look very good to get through as well," McLeish added.
