Southampton broke a 103-year-old club record in a 3-1 win at Swansea on Saturday by going 21 games unbeaten to move into second place in the Championship.
Che Adams, Will Smallbone and Flynn Downes all struck before half-time to give Russell Martin a winning return to south Wales.
"I'm really grateful to the players for what they've done, the courage they've shown. I'm immensely proud," said Martin, who managed Swansea for two years prior to joining Southampton in June.
"The way they did it in the first half, (is) one of the best performances I've ever been involved in as coach.
"It's taken a lot of hard work and they've really stepped up. They've written themselves in to the history books - and let's keep it going."
Southampton have now eclipsed their best unbeaten run in all competitions since joining the Football League in 1920.
Yet, they could still find themselves outside the automatic promotion places should Ipswich avoid defeat in a top-of-the-table clash with Leicester on Monday.
Martin's men are still making up lost ground after four consecutive defeats in September, while they were still adjusting to life in the Championship after relegation from the Premier League.
"It took us a little bit longer to get the wheels in motion. Those two clubs (Leicester and Ipswich) had the two best starts in Championship history, so the fact we are now there and in the fight, in the mix, and hunting them both down, is a real credit to the players," added Martin.
"It (the record) will have more significance, importance and standing if we achieve what we want at the end of the season, otherwise it will be just something we've achieved together."
Saints were the only one of the top four in action on Saturday with Leeds facing Preston on Sunday.
Fifth-placed West Brom failed to close on those above them after going down 2-0 at Norwich.
Josh Sargent and Jonathan Rowe were on target for the Canaries, who climbed up to eighth and within two points of the playoffs.
Coventry continued their march up the table to move into the playoff places with to a 2-1 win at Sheffield Wednesday thanks to a double from Ben Sheaf.
Middlesbrough missed the chance to move within a point of the top six as they warmed up for their League Cup semi-final, second leg against Chelsea in midweek with a 1-1 draw at home to bottom-of-the-table Rotherham.
QPR beat Millwall 2-0 to close to within three points of safety, while Birmingham claimed a much-needed 2-1 win at Stoke to move eight points clear of the drop zone.