Agbonlahor has a greater responsibility on his shoulders now that Darren Bent is sidelined for the remainder of the campaign with ankle ligament damage.
But McLeish believes it is vital Villa look to find the net from all areas of the team as they look to repeat last season's Barclays Premier League win at the Emirates Stadium.
McLeish said: "You can't keep singling out one guy in Gabby to get you the goals. We need other guys to score as well.
"We need to score from set pieces, we've not done that very well this season.
"We need goals from the wide men, we need goals from midfield. Stan (Stiliyan Petrov) has scored five, Charles N'Zogbia has got a couple, Gabby six or seven.
"We are looking for Gabby to get amongst the goals - but he is also a provider and his assists this season been excellent as well."
McLeish believes Agbonlahor could stake a late claim to be part of England's Euro 2012 plans if he performs well in the finale to the season.
He said: "You just want all of your players to play to their highest level in every single game and, if they do that, it is up to the powers in the England set-up to decide if they are good enough.
"But, if they keep doing it for their clubs, they've got a chance to take the next step. I would think in some capacity, England would be able to use Gabby."
McLeish enjoyed success over Arsenal in helping Birmingham to Carling Cup final glory last season.
The Scot also feels Villa should have the belief to cause another upset at the Emirates after their displays when losing 2-1 and 3-2 to the Gunners in the Premier League and FA Cup this season.
He said: "Arsenal are flying and have won six in a row, but we gave a good account of ourselves there in the FA Cup apart from collapsing a bit in a mad 15-minute spell after leading 2-0.
"We also performed well in the game at our place despite losing and won at the Emirates last season. There is no reason why the players can't believe they can win there again despite Arsenal's great form.
"It is just about having a bit of belief. No-one is unbeatable in this league."
McLeish believes Arsenal still face a battle with Tottenham to finish third despite currently having the momentum in their favour.
He said: "People say Arsenal might pip Spurs for third place but it is not finished yet. I'm sure Harry Redknapp's team will persevere to the very end.
"None of these teams give up. The Premier League is the most competitive in the world. Any team can beat any team in the league."
But McLeish knows Villa have to improve on the worst record in the Premier League this season when it comes to defending set pieces.
He said: "That record is something that rankles with the defenders.
"We conceded a lot from set pieces last season as well. It is something that has blighted the players a bit at this club over the last two seasons.
"These are things we've got to keep working on. It is disappointed we haven't halted the slide when you work at something.
"You are on the touchline looking to trust the players and then one man loses a bit of concentration and it can happen. There is definitely room for improvement in that side of things."