Birmingham are thought to be the club pursuing former Rangers boss McLeish, however the club behind the approach have been warned the SFA will do everything in their power to keep the 48-year-old.
SFA chief executive Gordon Smith said in The Sun: "Yes we have had an official approach for our manager. We must make it clear we want to retain Alex as manager of the Scotland team. We want to extend his contract and we´re keen to speak to him about that."
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