And, after beating Stoke 2-0 on Saturday, the Leicester boss spoke of his pride at a fine streak that started versus Liverpool in the wake of the sacking of Claudio Ranieri.
"The first result was always going to be important in terms of confidence and players feeling good about themselves again," he told Sky Sports. "We've kicked on from there.
"I've just been told that [he is the first British manager to win his first four Premier League matches]. I'm proud, but also pleased for everyone associated with the football club."
Four consecutive wins have eased relegation fears for the champions, but Shakespeare insists they must keep their focus ahead of a clash with bottom-of-the-table Sunderland.
"I think it's looking better, definitely," he added. "But, again, we have to make sure that we're ready for Sunderland on Tuesday."
Stoke manager Mark Hughes felt that his side's slow start to the game at the King Power Stadium allowed Leicester to take full control and cruise to a comfortable win.
"It was not a great day from our point of view, we found it really difficult to get a foothold in the game," he said. "We were just a little bit off the pace in fairness, Leicester were sharper to the ball.
"We found it difficult to gain any momentum to our play and then we went behind in the game, unfortunately. When you do that against Leicester, it plays into their hands.
"They can play on the counter-attack and they've got a real threat on the break, as we know.
"At half-time, we felt we were very much in the game - only 1-0 down - but we shot ourselves in the foot really by conceding early in the second half. We made it really difficult for ourselves."