Lillis has been guiding the team alongside Steve Eyre following Simon Grayson's departure and had to settle for a point at the expense of their Welsh visitors.
"We had 11 captains out there and I am massively proud," Lillis said. "It was an important point and that's two clean sheets against two top four sides now - Cardiff and Crystal Palace.
"The players have showed great spirit, endeavour and passion and that's what a manager wants to see."
The Terriers have taken four points from three matches since the sacking of Grayson and Lillis added: "The players can't be in a comfort zone. I don't know whether I will be in charge for one week, two weeks or three weeks but it's important we get points on the board.
"I will just keep going and say the right things to the right players and every point we pick up helps this club. I love to see the players put that commitment in."
Lillis refused to be drawn on whether he wanted the manager's job full-time.
"The chairman and the board are going through an interview process," he said. "My only previous experience was one Championship game as caretaker at Derby and we just keep going."