Scotland will have to do a lot more than beat San Marino, officially the worst national team in the world, in order to make up for their defeat against a team who had only won three of their previous 40 competitive matches.
"You come away, you want to start the campaign well but you've got to play better than that if you want to grab points".
"It was terrible. They hit us with two blockbusters", McLeish said.
Aberdeen star Graeme Shinnie fears his Scotland career might be over after a poor performance in the 3-0 loss to Kazakhstan.
But, asked if the result would affect his Scotland future, McLeish said: "I will just continue to do my job".
"It possibly puts more pressure on me".
"I don't really rank defeats".
With just Emilio Izaguirre available as natural back-up, who has been battling injury problems of his own, then Neil Lennon has a potential selection headache on the horizon.
"We have introduced a few new names in the a year ago or so and it's a process where it can take time but I know we don't have any time".
It was all too easy for the Kakakhs as a simple ball forward split the Scotland defence in the sixth minute and Pertsukh took a touch before driving high past keeper Scott Bain. A third goal shortly after half-time ended the game as a contest.
Scotland were shorn not only of Robertson and Tierney but a host of other regulars due to injury and worldwide retirements, while Ryan Fraser and Charlie Mulgrew were not selected in agreement with their clubs - Bournemouth and Blackburn Rovers - due to the plastic surface the match was played on.
Scotland's next game comes against the world's lowest-ranked team - San Marino - and McLeish expects a quick reaction from his squad, one which is lacking a number of experienced players through injury.
McLeish's men visit San Marino next, with Belgium, Russia and Cyprus the other teams in the qualification group.