"This was a great result and our performance was very good," said Nigel Pearson. "It's another important step in the right direction and achieving our ultimate goal which is to get out of this division."
He added: "This game represented a tough test because Peterborough were on a good run of results which meant we had to be at our best.
"In the end it was a comprehensive win but now that is gone and we have to begin to prepare for a very difficult away trip to Leeds on Boxing Day. We are in a good position now but I still think there is much more to come from us."
Utd manager Darren Ferguson was sorry for the travelling fans"I shoulder the blame. I could have shut up shop and played a bit defensive like many teams have done at Leicester, but we didn't want to change our game.
"We cause problems by being attack-minded, but we just didn't keep the ball well enough. There was some poor defending as well so we didn't help ourselves at all.
"I really feel for the supporters. I stressed before the game that this was an important fixture for the fans as they haven't sampled a fixture with Leicester for a while and it was a big day out for them.
"They were fantastic. They came in their numbers and it is really disappointing that we couldn't give them anything to cheer about."