McLeish was Ferguson's captain at Aberdeen.
"I do have sympathy for Alex," said the United manager. "I have known him since he was a little kid.
"When I brought him into the team at Aberdeen, he was always a very receptive, intelligent young man.
"He was a great player, has had a good career as a manager and will do a good job at Villa given time, trust and confidence.
"We all need a pat on the back at times and Alex has done a remarkable job."