The Foxes have won three of their last four league games to climb within two points of second-placed Crystal Palace, while Waghorn has scored in the Foxes' last two home games.
"We're playing some good football at the minute and at home it seems like we have a lot of confidence," the 23-year-old told the club's official website.
"The boys are creating a lot of chances and things are going well.
"The security offered by the lads at the back gives us the confidence to go and attack and we always feel like we're going to score at home.
"I think it shows how we've come on as a team from the start of the season, when we were playing well, but not getting the results. We fancy our chances against anybody.
"We play some great stuff attacking-wise and always think we're going to score. I'm enjoying my football at the minute so I want that to continue and hopefully get a few more goals. The team's playing well together, we're creating a lot of chances and hopefully that can continue too."