"They showed commitment, passion - everything in abundance tonight.
"You know it's going to be a tough night against quality players. We had some close things, but the guys at the back were amazing."
Scotland sit top of Group B with 21 points after nine games, one clear of Italy and two ahead of France.
McLeish's side face Ukraine at Hampden in October as they look to close in on qualification for the finals next summer.
Scotland midfielder Paul Hartley said the players deserved credit for their battling performance.
"It's brilliant. What a result," he told BBC Sport.
"It just doesn't get any better. A fantastic performance by everybody. What team spirit.
"We've got a long way to go, but we're in the driving seat now."