The Algeria international scored twice against BATE Borisov in the UEFA Champions League on Wednesday as the Spanish side triumphed 4-2.
That brace took the 22-year-old attacking midfielder's tally this season to five in all competitions.
Feghouli, who is thought to be on the radar of Arsenal and Manchester United but has previously said he wants to stay at Valencia, is determined to keep up his good work for the club.
He told Sky Sports: "I am very happy with my form at the moment.
"Scoring goals from midfield is a joy. It takes pressure off the strikers at the club.
"I am happy but I will have to carry on working hard."