The Hammers are up to 10th on the Premier League table after winning their past three matches and keeping four clean sheets in their unbeaten run of four.
Diame, who provided an assist and scored in Tuesday night's 2-0 win over Norwich City, has now called for that type of form to endure.
"It's great for our confidence - if you want to win games you have to make sure you are strong in defence and not concede goals," Diame told the club's official website.
"If you don't concede you can't lose, so the team is doing well.
"We need to keep going and stay focused on what we're doing to make sure this break (FA Cup weekend) before our next game (against Southampton) doesn't stop the momentum."
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