Gary Alexanders 19th minute winner was enough to secure three points for the travelling Lions and boss Lackett said: 'My team played very well.
'Leicester is a hard place to come because they've got a lot of talent in their squad and a tremendous home crowd who get right behind their team.
'I don't think there will be many teams who come here this season and do as well as we have done.'
The Foxes now travel to Brisbane Road on Saturday to face Leyton Orient and Nigel Pearson will be hoping his side can restore an impressive start to their promotion campaign.