The English Premier League champions on Saturday secured their first away win of the season in the 3-2 defeat of West Ham United at the Olympic Stadium.
But West Ham responded once more as they pulled another one back just after the hour mark - Andre Ayew nodding in from close range as the home side looked to ensure a tense ending for Leicester.
Hammers boss Slaven Bilic knows his men will be facing a team high on confidence after booking a spot in the quarter-finals of the Champions League; Leicester have been drawn to play Atletico Madrid. They are battling for points and with us sitting in mid-table, perhaps the hunger was not there in the same way it was for them.
But it was The Foxes' Jamie Vardy who was included in the latest England squad, announced on Thursday, alongside veteran Jermain Defoe and youngster Marcus Rashford, although he has only found the back of the net twice in his last nine Premier League appearances.
West Ham haven't been in the game at all but now it's game on.
Lanzini put a smile straight back on West Ham faces, however, with a perfectly placed free-kick a minute later to make it 2-1.
However, Vardy restored Leicester's two-goal lead before half-time when he pounced on the loose ball after West Ham failed to clear Albrighton's corner.
This was after West Ham exerted constant pressure on the visitors in a dramatic finale.
After that early one-two punch, Leicester played football worthy of their status as champions, drawing the Hammers out of shape with their passing.
"We are very disappointed, we fought back and we can talk about a lot of positives, especially from the second half", he told Sky Sports. The sole aim is the next Premier League game, as it's been mentioned we have a poor away record.
Ayew was then guilty of a bad miss as he blazed over when one-on-one with Schmeichel, before Cheikhou Kouyate's effort from six yards out amid a goalmouth scramble was kept out by a combination of Leicester defenders.
"We knew they had momentum, we knew they are a good side who have underachieved this season, but they scored three goals in the first half and it wasn't from chances they created". Shakespeare's fourth successive victory in all competitions since he took over from Italian Claudio Ranieri last month left Leicester in 14th position on 30 points from 28 games, six above the relegation zone.