The contest at Ewood Park was evenly poised at the break but second half goals from Ruben Rochina, Jordan Rhodes and Colin Kazim-Richards consigned The Reds to defeat
And McLeish revealed: “I couldn’t see that coming at half-time – we were okay and were well in the game.
“We didn’t deserve to lose the game 3-0, there’s no question of that.
“Their first goal was a complete fluke with the ricochet that completely caught Lee Camp off his line.
“After that we got a really good reaction from our team. We applied some pressure, culminating in a great passing move and cross from Dan Harding that Billy Sharp got on the end of.
“The Blackburn goalkeeper made a great save to deny him and you’ve got to say he played a big part in getting three points.
“We threw the dice by throwing big Dexter Blackstock on and going with three strikers but sometimes it doesn’t work for you – a minute after he came on we lost the second goal.
“That flattened the guys a little, although they worked hard right to the death.
“We know that ultimately we’ve let ourselves and the fans down but I felt that 3-0 was a bit harsh on us.”
McLeish also admitted that he expects to do business during the January transfer window.
He added: “A lot of names have been thrown at us which suggests they are available and we are looking through them.
“I don’t we’ve got a pot of gold but we’ll present a case to the owners and work that way.”