The Scot has already signed striker Darius Henderson since his arrival at the City Ground in December, but after he witnessed Forest slump to a 3-0 defeat to Watford on Saturday, McLeish has admitted that he is still targeting a "few additions".
McLeish told BBC Radio Nottingham: "We will keep working hard to see who we can bring in over the next few days. It would be nice to make a few additions.
"I tried for a player in the week and he chose to go somewhere else, so that was a bit of a blow.
"We will keep working hard to see who we can bring in over the next few days. Hopefully we can get the Forest fans some cheer."
Forest have won just one of McLeish's opening six matches.