As Rangers manager McLeish was in charge against Old Firm rivals Celtic 25 times and more recently the Scot experienced the rivalry between Birmingham and Aston Villa - in a match situation while Blues boss and in the form of protests from Villa fans following his ill-fated appointment at Villa Park.
McLeish will be involved in his first east midlands clash at Pride Park at Saturday lunchtime.
Ahead of the game, he said: "The derby games are fantastic. I have been involved in a few that people say there is nothing like - I have experienced the Old Firm derby. But I know this one can be particularly feisty.
"I know how important these derby games are. I know what it means to the fans, when it comes to the bragging rights and everything else.
"It would be an insult to say that the Old Firm is the biggest derby in the world because every derby, to each club's respective fans, is the biggest to them. We know how important it is."
Meanwhile, Keith Burt and Frank Clark have left their roles at Forest.
Burt was head of recruitment at the club, while Clark was a former chairman at City Ground and held an ambassadorial role with the club.