The Foxes, who narrowly survived relegation last term, are enjoying a fairytale campaign as they enjoy a five-point lead at the summit with nine matches remaining.
And Vardy is dismissive of talk that City will buckle under the weight of expectation in the title run-in.
"No-one gave us a chance at the start of the season. Everyone said we were relegation fodder," said Vardy, who tops the league scoring charts with 19 goals.
"It was every newspaper and every pundit, wasn’t it? There you go. We just go into every meeting focusing on the next team we’ve got to play.
"We’ll look at ways at how we can break them down and hopefully come away with the three points.
"The pressure that we had was up until we knew we were safe. Now we’re just enjoying it. Simple as that.
"We’ve been on a good ride and we’re just going to keep enjoying it as it is."
Vardy is mindful there is still plenty of football left and there are no guarantees of silverware.
"There are no easy games and there is no easy run-in," he said.
"Everyone is in the Premier League for a reason and every club deserves to be there. They can all beat each other as we have seen from this season.
"So we will just make sure that we concentrate on ourselves, keep putting 100 per cent in for each other, and hopefully that will get us over the line."