He had been an ever present in the opening 21 Barclays Premier League games this season but a recent dip in form meant he was left out at Molineux to "gather his thoughts."
McLeish, who brought Warnock on at half-time in a reshuffle, said: "Hats off to Stevie on Saturday, he was left out and was excellent. It's not easy getting left out and having to come on. If he had something to prove, he did that."
He added: "I'm paid to make difficult decisions. Stevie in recent weeks has maybe dipped a bit. He'd played every game and been through a traumatic time last season.
"There are loads of reasons why a players' form can dip but Stephen is a great pro.
"Stephen is one of best trainers at the club. He trains every day as if that is a real game. I've always loved that from players. It's the way I trained.
"Stevie is a great example of that but it was just about gathering his thoughts, having a wee think about things and sometimes it doesn't do any harm.
"It happened to me in my career and I came back stronger than ever."