The 31-year-old French goalkeeper -- who captained his country to World Cup glory last year -- kept out Jamie Vardy's second-half penalty and made a number of other important saves as Spurs won 3-1 at Wembley to remain on the fringes of the Premier League title race.
Although the scoreline suggests an easy win for Mauricio Pochettino's men, who are in third place in the Premier League, five points behind Manchester City and Liverpool, Leicester looked dangerous and had 20 shots at goal.
"Leicester played in a fantastic way and I think we won the game thanks to our spirit and character," said Spurs captain Lloris ahead of the first leg of their last-16 Champions League tie on Wednesday.
"Without that, we could not win this game. I think we need to improve the team performance. We won but against a bigger side we couldn't have won that type of game. It's up to us."
Spurs beat Borussia Dortmund twice in last season's group stage but the German league leaders are a different proposition this campaign five points ahead of Bayern Munich at the top of the table.
"They play fantastic football," Lloris said. "They have so many fantastic players and I'm not surprised they're top of the league in Germany.
"The manager is very good with a great idea of football. It's going to be very, very difficult. We need to obviously improve the team performance, compared to today (Sunday), and we need the stadium to push, to help us.
"In some days it's difficult to deal with Wembley but hopefully in this big game we'll receive this help from the crowd."