Millwall had won on three of their last four visits to the King Power Stadium and did the double over Leicester in each of the last two seasons.
However, this time they were never in the hunt with Lloyd Dyer firing the Foxes ahead with a 12th-minute volley before Vardy struck twice in quick succession at the start of the second half to seal the win and take his tally to six for the season.
The victory, combined with defeats for Burnley and QPR, allowed the Foxes to take a three-point lead at the top of the table.
Pearson said: "I was very pleased with the performance but, as always, the result was the most important thing.
"But I think that against a side who we have had poor results in the last few seasons, it was nice to get an emphatic win.
"It was also nice that results elsewhere have gone for us - that was a bit of a bonus.
"But the reality is that we have got to look after our own results and maintain the sort of momentum we have had over the last two or three months."
He added: "I was very pleased for Jamie Vardy. I don't think anyone who watches us would have anything but praise for his tireless efforts on behalf of the team.
"I know his team-mates will be very pleased for him to get two goals. Last week it was David Nugent scoring two goals and this week it is Jamie.
"I think this season is a big one for Jamie in terms of how he sees himself but as his manager I feel he has done exceptionally well so far and I am really pleased with how he is progressing and his contribution to the team's results."
- Sports & Recreation
- Jamie Vardy