McLeish’s second spell as national team boss ended with the sack following just 12 games in charge after SFA board members gathered for a meeting at Hampden yesterday morning.
Burley, who managed his country between 2008 and 2009, feels Scotland have a shortage of top-quality players and thinks both McLeish and his predecessor Gordon Strachan have been harshly treated.
“I don’t know what the SFA are expecting. Unfortunately over the last 10, 20 years Scotland hasn’t had a squad strong enough to win regularly at international level and that’s the reality,” Burley told Sky Sports News.
“It’s sad really. When you keep changing like this it is ridiculous because they are going nowhere if they haven’t got a structure and a plan and the continuity to bring young players through.
“Gordon Strachan did a fantastic job as well. I think whoever’s making the decisions at the SFA has got to look at it and think, ‘we’ve got to plan here, we’ve got to try and build’, and not just keep changing managers and blaming the managers because you can’t go and buy a player or go and loan one.
“I feel sorry for Alex, it shouldn’t have happened. No matter who is in charge, you are only as good as the squad you’ve got.”
Burley, who played alongside McLeish at the 1982 World Cup, says his former team-mate’s replacement must be a long-term appointment.
“Whoever it’s going to be, it’s got to be for the future,” he said. “He’s got to be given time and if he has a few bad results, so what?”
Ex-Scotland forward Charlie Nicholas described the SFA as “a shambles” and claims even Manchester City manager Pep Guardiola could not solve the country’s current problems.
“I don’t really hold him [McLeish] truly responsible for it all. He has to take some share of the blame and that’s why he’s lost his job,” said Nicholas.
“It’s an absolute shambles at the top end and this is where we are now. I’m so fed up that every time a manager comes in he gets the blame.
“You could get Guardiola in this situation and he couldn’t fix it.”
Former Scotland striker Kris Boyd has called for the SFA to be ambitious when selecting their new boss.
Boyd, who played under McLeish for his country and Rangers, accused the governing body of taking the “easy option” with previous appointments.
“The big thing for me is the SFA keep going and hiring people who have been out of work, taking the easy option,” he said.
“For me, show a bit of ambition, go and get someone who’s at a club doing well, invest in something. If it was my choice, I would go and get someone who is currently with a club. You are investing in something and you can get a bit more credibility from the fans.”
Steve Clarke, who manages Boyd at Kilmarnock, has been touted as a potential successor to McLeish.
But Killie captain Boyd is unsure whether his club boss would be interested in the role.
“I don’t know if that’s something that he will want to do. He’s been linked with a few jobs down south, bottom of the Premier League, Championship,” said Boyd.
“He might want to stay in the day-to-day side of football.”
Speaking about other candidates, Boyd continued: “[Aberdeen manager] Derek McInnes, he might be looking for a fresh challenge, maybe.
“You’ve got David Moyes and people like that who are out of work.
“Malky Mackay [SFA performance director] is already in the building and it might be the only way Malky can get back into management.”
Retired striker Kevin Gallacher, who represented Scotland between 1988 and 2001, called for a new face to take over.
“I think if anything it’s got to be someone fresh, someone new just to try and take the country forward,” he said.