Scotland will be "embarrassed" by the ease with which they were ripped apart by Belgium at Hampden, says former defender Willie Miller.
The Scots were thrashed 4-0 in front of 20,196 fans on Friday, their fifth defeat in their past six friendlies.
Two Belgium goals came from Scotland being caught in possession, while a misplaced pass led to another.
"You are coming off that pitch quite embarrassed by the manner of the goals," Miller told BBC Scotland.
"If you're playing Belgium away from home and get beaten 4-0 to the second best team in the world, you can live with that.
"But at home you are expecting more from Scotland. Although there were positives, you're not expecting to see them losing goals in that manner."
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McLeish's side now have two days to prepare for their Nations League opener against Albania, who have three points after defeating Israel on Friday.
Miller believes his former team-mate will have a job on his hands lifting the spirits of his players.
"Alex has to work really hard on the confidence of these players now," he said.
"He's got to decide who his defence is going to be, if he is going to change the keeper, if he is going to change his back five, if he going to keep a five.
"There are a certain amount of positives but there is a whole heap of negatives to work on."
Miller says Scotland must be "brave" when they return to Hampden, adding: "If they give away opportunities like that to Albania it could be a really nervous night.
"If Scotland are not playing at their best and they don't get in the lead it is really difficult out there.
"They are capable of it but after watching how easily they shipped the goals against Belgium it must be a concern for the manager."