The Foxes, who lost three times in their title-winning season, have already lost the same amount of games this season and are currently placed 12th in the league table with just seven points from six games.
"I wouldn't say we are feeling the pressure of that," he said ahead of Tuesday's Champions League home clash with Porto.
"Obviously the manner in which we have lost is not good but to say we prefer being underdogs isn't really true. We go into every game the same.
"In the Champions League, it will be no different. We are probably underdogs again but it will play no part in our mindset. We will try and win the game as we always do."