Given will return for Saturday's home clash with Everton after recovering from a hamstring problem despite the "magnificent" form of deputy Brad Guzan.
Robbie Keane will be on the bench against the Toffees after joining Villa on loan from Los Angeles Galaxy until the end of February.
McLeish admits it was a tough decision to axe American international Guzan and that "football is cruel at times."
But he is adamant that Given is his number one goalkeeper and he will be restored to the side after recovering from the injury suffered against Manchester United on December 3.
McLeish said: "Shay will go back between the sticks and we explained to Brad that he (Given) is our number one keeper.
"Brad has been magnificent. It's the first time I've had a chance to see him in high profile games and I've been really delighted.
"He understood my decision. He didn't like it and he didn't necessarily agree, but he's a proper gentleman.
"I communicated with him, I wasn't going to drop it on him five minutes before kick-off. There's a mutual respect there and I think he's earned that respect."
McLeish added: "Throughout my managerial career I've made tough decisions, some even tougher than this.
"I had two goalkeepers at Rangers who were top goalkeepers and I was juggling between those two as they had both lost a bit of form.
"That was probably as hard a decision as I've ever had to make. It's the hardest part of being a manager."
McLeish knows it could now be more difficult to retain the services of Guzan, whose contract runs out this summer.
He said: "Maybe it will be harder to keep Brad. It will be up to him and his advisors. But the club want him. That's the main thing."
McLeish also confirmed the role he has earmarked for 31-year-old Keane, who has impressed him in training.
He said: "It is more likely that he will make an impact like Thierry Henry did for Arsenal so Robbie won't start. He'll just come on and score instead! I've told him that.
"His enthusiasm is there for all to see and he would be desperate to start.
"But I have to be fair to my own players and those who are here for the long term. I don't think any of them have done too much wrong."
