The result follows a 2-1 loss to Israel last week, and the state of Scottish football is at a low right now.
"I thought it was a good performance. I didn't believe we deserved to be 3-0 down. We lost stupid goals again and the lads wanted to see the videos and we showed them and they owned up to some individual errors. Individual errors at this level can be devastating," McLeish said.
"They have to learn, but you can't make too many mistakes if you want to be a regular international. You can't make as many mistakes as we have done in recent games and that is probably the main thing we have to sort out.
"If we are going to be a top international team we have to get clean sheets. That's the key.
"If you watch the game [against Portugal] I thought we played very well. But for the daft goals it's hard to fault the way we played. We played to a good plan."