The Portuguese centre-half has been a key figure in the Saints' start to the campaign, which sees them currently sitting sixth and with the best defence in the league having conceded just three goals.
Despite their fine form, Fonte insists that they still have a look of work to do but admits to being pleased to have improved from last term - when their defending was sometimes called into question.
"After the criticism we got last year it is a pleasure to be part of this defence, but it is only eight games and we know this league is a very long journey. " he told the Weekend Warm-up on Sky Sports News.
"There are 30 games to go and we know it will be hard to keep clean-sheets but we are working towards that.
"We will try every game to keep clean-sheets because it is something we are proud of. It is something the defence and the keeper look forward to.
"They say, good defences win championships. We will be trying but we know we have many good teams ahead of us in the Premier League."
Fonte is delighted that they have managed to record Southampton's best start to a Premier League campaign.
"We, as players, want to be part of records," he said.
"It is not something we are obsessed by but it gets said and now we want to win even more on Saturday."
It has even been suggested that Southampton could push for a top-four place.
"(Top four) is the dream. That is undeniable," he said.
"We players want to play in the best competitions and the best is the Champions League. We had a target of getting into the top 10 at the start of the season and we are a very ambitious team. Who knows?"
Should Fonte make it to the Champions League, he could join one-time team-mate Cristiano Ronaldo and he admits he will never forget their time together at Sporting Lisbon.
"It is something that you never forget (playing with Cristiano Ronaldo). He was only 15, two years younger than us, but playing already for the Under-18s. He was absolutely fantastic," said Fonte.
"He used to make the difference in ways that were unbelievable. He was so gifted. It was a pleasure to be part of the same team as him. He was an inspirational kid.
"He used to go into the showers and do 50 press-ups after training he would be saying, 'come on, let's go, I bet you can't keep up with me'. That just showed his ambition and his will to be the best. He would work harder than anyone else, lift more weights than anyone else and I am honoured to be a part of his career.
"When I see him next time I am going to tell him, 'listen, if you want to win the Champions League you need to come here (to Southampton)'. I'm not sure the chairman would appreciate that financially."