The Scotsman made the controversial switch to Villa Park from their biggest rivals Birmingham City last summer but could only manage one season in charge of the Midlands outfit after dropping the club down into 16th place in the table.
"It was a draining year," the Daily Star quotes McLeish as saying. "There was no real respite as a faction of fans were against me from day one.
"I needed a break as there is no getting away from it. Things were tough at Villa. But I feel refreshed and hope to be back in work in the near future."
Meanwhile, Villa have recorded their first defeat of the season, losing 1-0 to West Ham United in their Premier League opener.