Birmingham defeated Blackburn 4-1 at St Andrews but victories for Fulham and Derby mean that Blues suffered relegation on the final day of the season.
Alex McLeish has vowed to put his 'own stamp on the club' despite the comprehensive win over Blackburn.
"I'm proud of the guys today that have performed like that in the last game.
"But it's been a long, tough season over 38 games and we didn't quite do it.
"Unfortunately the 24 points out of the 24 games under my charge, which would normally be enough, hasn't been.
"I'm proud of the players who have punched above their weight on many occasions and they have done it again today against a very solid Blackburn side and it shows what they can do."
McLeish also praised the St. Andrew's crowd who were very supportive towards the team throughout the game.
He added: "Top marks to the fans for the fantastic backing they gave the team.
"It was very positive and the players responded with an outstanding performance.
"The results didn't go for us elsewhere and we have lost out by a point."
