The 28-year old gloveman has been number one at Forest since 2009 but new boss McLeish has allowed him to move on and continue his career elsewhere.
"I told Lee that he could speak to his agent about finding another club," McLeish told the club's official website.
"It was face-to-face. I told him that I had to make changes and that I knew there had been some frustration between him and the club over a period of time.
"I said that I wanted to bring a goalkeeper in and that I thought it wouldn't be right for a man of his stature to be sitting on the bench as number two."