Strachan was speaking at Heriott Watt University, as the third intake of youngsters were welcomed into the Scottish FA's Performance Schools system.
And the former Celtic boss reflected on a summer that has seen three Scottish youngsters seal big-money moves away from the SPFL.
Dundee United's Ryan Gauld clinched a £3m switch to Sporting Lisbon, while Tannadice team-mate Andy Robertson moved to Hull City for £2.85m.
Stevie May, who scored 20 goals in the Scottish Premiership last season, left St Johnstone to join Sheffield Wednesday for £800,000 but Strachan would rather see his nation's best talent stay in Scotland.
"It would be better for me if we had the finances in this country that nobody would need to move," he said.
"Walter Smith told me four or five years ago that there were 70-odd players who had played in the Scottish Premiership that were now playing in the English Championship.
"If we had kept them here, just think what a fantastic league we could have. The trouble is if you develop good players, people want to buy them. Just look at Southampton. They do well then £100m worth of talent moves on.
"That's what happens and what will always happen - the top clubs will come in and take your players.
"What I would like to see in years to come is Real Madrid, Barcelona, Man United buying our players again. That would be better for everyone."