The former non-league man makes the step up from the Championship on the back of an impressive end to the 2011/12 season, with the faith being shown in him by Steve Cotterill being richly rewarded with a goal haul that helped keep the Reds safe from the drop.
"There are a lot of people at Forest, including Steve Cotterill and all his coaching staff and all the players that have stuck by me through the bad times and the good times," said McCleary.
"Even the physios and the people behind the scenes they have all been brilliant to me and the fans to this day have been brilliant with me as well, so I am really thankful for everything they have done for me and I hope they can do well next season."
Someone else leaving the City Ground but with plenty of praise for Cotterill is Sean O'Driscoll after he became the new manager of Crawley Town.
Believing that, if the club's ownership issues are sorted quickly, Forest can go 'from strength to strength', O'Driscoll admitted it was a tough call to leave the Reds.
"I have known Steve Cotterill a long time," he said.
"He gave me a call and I was delighted to come in. It was a good fit and a tough decision to leave.
"But this [Crawley job] gives me a new challenge."