McLeish, who left the post last month to take over at Birmingham City, said: "I would have said to them 'go for Mark'.
"I think Mark is a very intelligent coach. He has a lot of experience in England, he has played abroad. He also has international experience. He has a lot of the ingredients needed. I know there are some other great candidates out there, but Mark has done very well and I am not surprised he is being linked with Scotland."