Chelsea are top of the League after winning their first three games, which has included two impressive 6-0 wins against West Brom and Wigan.
The defending champions have not been beaten by West Ham since 2003 but Malouda is worried that could change if they take victory for granted.
He said: "There's something to improve even when you're winning 6-0. It's all about the details. It's important to be calm and patient when we win but also to be calm and patient when we have bad results. That's the way the manager sees it.
"When you're angry and you don't have good feelings, it's not the right way to have a good vision. When you stay calm, you're able to analyse and you keep improving, whether you're winning or having bad results.
"That's why I was saying we have to be calm and patient even when we win because in these games people are watching our games and seeing what we do."
Malouda, who has scored four goals already this season, added: "It was only a few months ago that we were celebrating winning the Premier League and the fans arrived at the start of the season with so much joy and happiness. We want to keep that feeling."