Leicester boss Claudio Ranieri insisted he was still angry with his side despite the Foxes taking a giant step towards the Champions League knockout stages.
Riyad Mahrez's winner sealed a 1-0 victory over FC Copenhagen to maintain their 100 per cent record in Europe and keep them top of Group G.
They are five points clear and will reach the last 16 with victory in Copenhagen on Nov. 2 having already beaten Club Brugge and Porto.
Leicester have more points, nine, in the Champions League than they do in the Premier League, eight, and Ranieri admitted he is unhappy they are so inconsistent.
"It's unbelievable. It's Leicester," he said. "I'm very proud. For one side, I'm very proud. For the other side, when I think of the Premier League, I'm very, very angry. But it's OK, because also in my career this has happened.
"When for the first time you go and play in a big competition, you lose something when you go back in your league. This is normal, but we want to change this.
"It's just psychological. Because when we play in the Champions League, all the specials are switched on. You're very, very smart, focused in every situation. You pay this, you spend a lot of energy, mental energy, in the Champions League.
"When you come back a little more down, it's normal. But we want to change this mood now, because the Premier League is now important. The Premier League is our priority.
"But of course also Champions League because now, in one month, three matches, we're in or out. We are in a good position. Our destiny is in our hands. We want to continue this way.
"We are the record team [the only side who have played three and won all three Champions League games so far]. We have to stay calm now and change our mentality in the Premier League because Crystal Palace is another tough, tough, tough match."
Mahrez's first-half winner had Leicester in control and Islam Slimani was denied a second when his header was ruled out for offside but the Foxes needed a wonder save from Kasper Schmeichel to bank the points.
The goalkeeper produced a wonderful one-handed stop in the 89th minute to deny Andreas Cornelius and earn praise from Ranieri.
"Thank you to Kasper, thank you to all my players. Because in every high ball, Copenhagen are very, very strong. Now I'm already thinking about what happens when we go to Copenhagen," he added.
Defeat was Copenhagen's first since May but boss Stale Solbakken, who saw Cornelius head wide in the first half, believes they can gain revenge in two weeks.
"I can live with that. Now we can start counting again," said the former Wolves manager. "That doesn't bother me. The only thing I'm disappointed with is the result.
"They had two to three chances and we had two or three big chances. We lost concentration one time and that cost us the game.
"I'm very, very satisfied with the players. Now we've met the two favourites in the group away and it was very, very close in both games. The players have a good feeling we can beat them at Parken in 14 days."