Second-half goals from Kelvin Langmead and top scorer Adebayo Akinfenwa, his 16th of the campaign coming from the penalty spot, took the Cobblers back into the play-off places after Jason Kennedy had cancelled out Clive Platt's first half opener in Saturday's 3-1 victory over Rochdale.
It was just the response Aidy Boothroyd's side needed after two successive defeats on the road.
"At home the players have a belief they are always going to win and so I always thought we'd get back in front after they equalised," said King.
"But we must start to have that same belief away from home. All we need is that away win, I don't know why we can't do it away but it's all about confidence.
"Rochdale are a good footballing side but I didn't think they caused us too many problems apart from the goal.
"They started well but we contained their threat by not conceding and that was satisfying. We got the goal at the right time and once they equalised we did well to get back in front so quickly."