The Barclays Premier League leaders head to the Emirates Stadium five points clear of second-placed Tottenham and third-spotted Arsenal, having triumphed 3-1 at Manchester City last weekend.
But Kante is well aware Claudio Ranieri's side are yet to finish the job.
"The feeling at the moment is like it is for every game - we are focused and we are trying to give our best," the 24-year-old Frenchman said
"Nothing is done yet
We are only in a good position, but the league is not finished and we have to keep going.
"The manager gives me advice and tries to make me improve
I listen to him and I try to give my best.
"I think it's an important game for us and for them (Arsenal)
I hope it will be a good game but the pressure is on both teams I think
For us it's always the same
We try to give our best and if we can win, we try to win and that's our goal."
The noon kick-off in north London is set to bring together the three favourites to win the Professional Footballers' Association Player of the Year award - Foxes pair Jamie Vardy and Riyad Mahrez, and Arsenal midfielder Mesut Ozil.
Kante is likely to be tasked with keeping six-goal Ozil quiet, but insisted the visitors need a team effort to stop the German World Cup winner.
"For me, he's a very good player," the Frenchman told Foxes Player
"I played against him in the first game (when Arsenal won 5-2 at the King Power Stadium in September) and I saw then that he was a very good player
But we are a team against Arsenal and it's the whole team - not just Ozil.
"The way we stop Mesut Ozil is as a team
He's a good player but only as a team can we stop him.
"When I was younger I did follow Arsenal in the Champions League and the Premier League because a lot of their players were French
Now I play against them, it's a really good feeling."
Source : PA
Source: PA