Confidence among the squad was at a low point a fortnight ago, following eight losses in ten matches.
But three consecutive victories – the latest of which came at Old Trafford on Saturday – have boosted morale as well as firing the side up to eighth in the Barclays Premier League standings.
“We talked before the game about the confidence we have at the moment following two clean sheets,” said Fonte.
“Everyone was on their game, everyone was focused and we were very consistent. We believed until the end that we could get a goal.
“It’s a great three points and another clean sheet, which is a really good effort.”
All three of those victories have come with Southampton playing in a 3-5-2 formation – something Fonte credits for the good run.
And the Portugal international says there’s no reason the good form shouldn’t continue when Saints face title contenders Arsenal in eight days’ time.
“We’re going to enjoy this one and obviously confidence is sky-high now,” he enthused.
“We know that Arsenal are a great team but we are very comfortable in the system now and we believe that nobody can score against us at the moment.
“We’re looking forward to that game although we know it’s going to be extremely difficult.
“This Premier League season has been very unpredictable so it’s important for us to take it game-by-game. We’ll see in the last 15 games what we can do, but the most important thing is to keep picking up points.”