Delph broke down while on loan at Leeds United.
McLeish said: "Delph is not fit. I don't know if he will play again this season but he's rolled his ankle sufficiently enough to rule him out (for some time).
"It's a shame because we wanted him to go out and play regular games to see if he could get over those ailments that he's had.
"Hopefully, if he comes back stronger in the summer then we will see a different Delphy."