McLeish has managed teams in many local encounters, most notably the Glasgow derby when he managed Rangers, and he has acknowledged that derby success can go a long way in winning the supporters over early in his tenure at the East Midlands club.
McLeish told the Nottingham Evening Post: "It is always an important challenge for a manager, particularly when you are taking on a new job, to win a derby game.
"I know the importance that comes with this fixture. I also know that winning this game would go down very well with our fans.
"I don't have a bad record in derby fixtures. I had a great spell against Celtic. Hopefully I can get a win in my first East Midlands derby."
McLeish picked up his first victory as Forest boss last weekend with a 2-1 win over Peterborough United.