McLeish signed Stevens for £100,000 from Shamrock Rovers last month with an eye on the future and will expose him gradually to the Premier League's pressures.
"We bought him a boy in from the Irish league for £100k and people are asking 'where he is'?" McLeish told the Birmingham Mail.
"He is not someone to rush. He has trained with the first team. He is comfortable on the ball. He will get his chance sometime, but there are a couple even more experienced lads ahead of him."