Since the Englishman replaced Claudio Ranieri at the King Power Stadium, he has masterminded four straight wins in all competitions.
The latest of these was on Saturday at the London Stadium, a 3-2 victory over West Ham United that saw Leicester establish a six-point gap between themselves and the bottom three.
Shakespeare told BBC Sport: "We showed all the attributes to win a game. We started really well and got the goals but it was backs to the wall at the end.
"We have to give West Ham credit. They threw everything at us in the second half and Kasper had to make some special saves again. My heart was in my mouth at times. I am intensely proud of the results we have got.
"We have important league games before the Champions League game with Atletico Madrid. We needed something from today, heading in to the international break. We can recharge the batteries now."
Up next for the Premier League champions is a home fixture against Stoke City on April 1.