McLeish, whose side visit Stoke on Monday night, has stressed he has to adopt a sell-to-buy policy if he wants to bring in any new players and offloading a player of Bent's quality - he cost Villa £18million 12 months ago - would be a way of generating funds.
But McLeish says such a move would "send out the wrong message" and in any case he knows the importance of Bent's goalscoring abilities to Villa.
The Scot said: "A striker of Darren's ability would be difficult to replace. His goals last season were a vital part of Villa's season in terms of keeping them up. I wouldn't think anybody can afford Darren. I wouldn't think so.
"It would send out the wrong message unless we went out and signed Luis Suarez or something. Even suspended for eight games, I'd have him."