Poor league form prior to the trip to the San Siro meant the Scottish champions were expected to struggle but they produced a battling display and were unfortunate not to take a share of the spoils.
A David Pizarro free-kick was the difference between the teams but McLeish insisted his players can be satisfied with their own performances, despite taking nothing from the game. He said: "I asked the players for a performance and I felt the players played well.
"We needed a bit of luck. Did we deserve a point? I thought the performance was terrific but, whether we deserved a point, is for other people to decide."
Rangers could have taken the lead through Peter Lovenkrands but the Dane stabbed over the bar from six yards when it looked much easier to score.
McLeish said the game could have turned had the chance gone in. He said: "It was a good chance but luck wasn't on Peter's side and it just went over the bar. That would have given us a fantastic platform."
Another incident which had an impact on the game was the penalty handed to Inter when the referee ruled that Julio Cruz had been brought down in the box by Rangers goalkeeper Ronald Waterreus when the match was still deadlocked. Cruz smashed the spot-kick against the post and McLeish insisted justice had been done.
McLeish added: "I thought [it] was an unfair decision, as Ronald got a clear hand to it. I could see that from the dug-out."
Artmedia Bratislava's 3-2 win over Porto last night has thrown the group open. McLeish said: "It makes it tougher for us. We have to win our game at Ibrox against Artmedia and take something in Bratislava."
Inter coach Roberto Mancini insisted his side had done enough to merit victory. He said: "In the first half it was very even and we gave Rangers too much space but, overall, Inter deserved to win the game."
Internazionale: Julio Cesar; Cordoba, Samuel, Materazzi, Wome, Figo (Ze Maria, 75), Pizarro, Cambiasso, Solari (Gonzalez, 84), Martins (Recoba, 60), Cruz. Substitutes not used: Toldo, Stankovic, Adriano, Favalli.
Rangers: Waterreus; Ricksen, Rodriguez, Kyrgiakos, Bernard, Namouchi (Thompson; 89), Ferguson, Murray (Nieto; 84), Lovenkrands, Buffel (Jeffers, 78), Prso. Substitutes not used: Klos, Andrews, Malcolm, Pierre-Fanfan.
Referee: K Vassaras (Greece).
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