And the Republic of Ireland goalkeeper insists it is up to everyone to take responsibility for the club's current plight.
Given told BBC Radio Five Live: "Every manager in the Premier League's job is on the line but obviously we're under a bit of pressure and Alex is under a bit of pressure.
"But we have got to take responsibility ourselves, players and staff alike.
"Does McLeish still have dressing room support? Yes of course he does, he's a fantastic manager and we're all right behind him but we'd obviously like results to be better this season."