The Algeria winger hit the winner at Bournemouth on Saturday to send the champions top ahead of Liverpool for the first time in more than two months.
Mahrez, a key figure in the Foxes' Premier League win three years ago, said: “At Leicester we had a feeling where no one had won the league, but here everyone has won it so it's not the same. It's more calm and composed. We know what to do.
“At Leicester, everyone was like, 'We have to win! We have to win! Quick!' There is no comparison. Everyone here is good, everyone is focused and we will try to win every game."