The Blues failed to record back-to-back victories in January, drawing each of their last three in all competitions against Swansea, Brentford and Reading.
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"Teams get scared when you win games in a row," the Spaniard told the Daily Star.
"We played a good game against Reading and had a lot of chances. We felt they were worried about our game, but it's true when you win, you get more respect.
"It's also a little bit of confidence. When the team is better it's easier to have the mind clear and to manage those situations.
"These little things can change two points. But we cannot be complaining all the time. We have to look forward and analyse the mistakes."
Saturday's trip to face Newcastle will see Demba Ba make his first return to his former club, but Azpilicueta insists no one at Chelsea is worried about the reception the Senegalese striker will receive.
"I don't know how they [the supporters] feel," he continued.
"Demba is a Chelsea player. He's going to do his best for Chelsea. It's true that he played very well there so I think they must be disappointed because he's a very good player, but he's going to be focused on the game."