Birmingham City manager goes into Sundays Carling Cup final as very much the underdog and has told his players and fans to relish their appearance at Wembley.
Birmingham have not reached a major cup final for 55 years, when they played in the 1956 Fa Cup Final against Manchester City.
Birmingham beat West Ham over two legs to book their place in this season’s first major final, and have been told to enjoy the day.
McLeish is calling upon all his experience as a player to advise his team, and hopes they don’t share his big day experience.
McLeish has won 19 trophies north of the border in Scotland, and is looking to win his first in England.
“What is the message to players? Relish every moment of the final and don’t let it pass you by,” said McLeish.
“I played my first game against England many years ago at Hampden Park and I was a young midfielder at that time against two wily characters in Trevor Brooking and Terry McDermott.
“The game, I just never got into it at all. I suppose playing against two great players had something to do with that.
“But we don’t want this occasion on Sunday to pass anybody by and, to be honest, we’ve got a lot of experience in that squad so the players shouldn’t be fazed.
“It’s my first cup final in England and I’d love to win it. I’d love it to be my first success in England and I hope there’s more for the players.
“I’ve got to do everything I can in my power to win this trophy. We know Arsenal are favourites but they’ve got a little bit of fixture congestion, so maybe that will be in their minds a little bit.
“We will really relish that because we normally go down to London and play against the big clubs and there’s only a sprinkling of the Blues fans there.”