Benitez was booked for diving in Birmingham’s 2-1 win at Portsmouth on Tuesday.
McLeish said: “Christian went down the other night and the referee quite rightly said it was a dive and he was spot on.
“Christian has got to learn the culture here and that we frown upon things like that. He has to stay on his feet.
“He will now have to stay on his feet because the next time he gets clipped I’m sure the referee will say: ‘We’ve seen him diving and I’ll book him for that’.
“Hopefully referees will treat Christian fairly but I’m certainly going to have a word with him about that situation. You don’t dive.”