Striker Darren Bent has been linked with a move to Liverpool, while Newcastle United, Sunderland and Queens Park Rangers have all been mention in relation to a move for James Collins.
However, McLeish, who has already recruited Enda Stevens, who joins after signing from Shamrock Rovers in the summer, and Robbie Keane on a short-term loan deal, says he's not in a position where he has to sell.
"Only if it was an attractive proposition would we do anything so it's very unlikely we would let any of our players go," he said.
"I am happy with my squad. Like every other manager in the world, we're all greedy for players. If we had our way, we'd probably have 100 players at our disposal.
"But I certainly think it's a strong squad, a lot of young players who have learnt a lot over the past few months, and that augurs well as we go into the second half of the season.
"We are still steering a ship in terms of managing the wages. Randy is adamant about that and I agreed to work for the club on that basis.
"We are steering towards a wage stability and we're still heading in that direction. I have agreed to the parameters and the way that the club wants to be run. We will keep doing that."