Connor Wickham struck his first goal for the Owls to deal Leicester's npower Championship promotion chances another blow and boost his own side's survival hopes.
Jones said: "The performance was a follow-on to the other night. I talked to the players about belief and I felt let down by the officials on Tuesday night.
"But I said to the players we have to forget that because this was another big game for us.
"It shows you how far we have come as a football club because when we played them in November they were far the better team and we had some catching up to do.
"I think we were a bit naive earlier in the season in what we were doing and it took us a little time to adapt. We have lost that naivety and become a bit more solid.
"We were getting pulled out of position too much because we were so enthusiastic. So I think it is an all-round thing and the coaches have worked hard.
"Every manager will tell you they have a game plan and we had one. It didn't work the other night against Watford, although it should have done in all honesty. But we didn't switch off at all.
"The centre-halves were magnificent, throwing their bodies on the line, but they all were. This is not the easiest place to come, although I have had joy here in the past. Hopefully the run will continue because the players had to put a shift in against a very good side."
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