A goal from the Foxes in the closing stages denied Huddersfield a win, but caretaker manager Lillis expressed his delight at remaining in the competition.
"It was a fantastic experience for me being caretaker manager in an FA Cup tie. It's an honour for me and hopefully the fans have gone away knowing we have had a good go," he said.
"A couple of the lads came in disappointed but we are still in the hat.
"Leicester for me are the top team in the Championship and to rest a couple of players and have to throw them on in the second half shows us respect. He had to go for the big-hitters."
Terriers boss Simon Grayson was sacked on Thursday, and Lillis refused to be drawn on whether he wanted the job permanently.
He said: "I am the academy manager and I will go back to that when a new manager is appointed and support him all I can.
"It's a big job and a good job. This is a Championship club with a great stadium and a chairman who puts his money where his mouth is.
"It's a great job for someone and no doubt there were some managers or their spies in the ground looking on."