The Blues had to wait until the 94th minute to get the breakthrough against a resolute Palace side and McLeish says he is happy with his players determination in snatching the win in the closing stages.
"I'd never given up," McLeish told the club's official website.
"I'd said to the boys it only takes a second to score and that they've got to play right to the final whistle.
"The tenacity and determination of the players contributed to the winning goal.
"Cameron Jerome was a handful, Kevin (Phillips) and Garry (O'Connor) linked up well and there were efforts on goal and corners so all the ingredients were there for the fans to be excited and they've got to keep getting right behind us."