Claudio Ranieri's side are now six points clear of their opponents after Mahrez scored a dazzling solo effort either side of Robert Huth's double from set-pieces.
Surprise package Leicester face another title rival when they visit Arsenal next weekend and winger Mahrez, who has 14 league goals for the season, is relishing the challenge.
"We got a great win here," he told BT Sport. "Leicester still have a lot of games so we can't speak now about the title.
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"It's a great, great win but we have to keep going next game against Arsenal.
"We are going to fight for the title and see what we can do.
"Even us, we didn't expect to win here 3-1 so we are just going to keep dreaming and we will see what can>