The Senegal international sealed a 2-0 victory over Norwich City with a late goal at Upton Park as the resurgent London club moved up to 10th in the table.
Sam Allardyce's side must wait until a week on Saturday for their next game against Southampton as they are out of the FA Cup.
West Ham have conceded just one goal in their last five top-flight games and Diame has stressed the importance of not taking their eye of the ball between now and the clash with the south-coast side.
"It's great for our confidence - if you want to win games you have to make sure you are strong in defence and not concede goals," Diame said.
"If you don't concede you can't lose, so the team is doing well.
"We need to keep going and stay focused on what we're doing to make sure this break before our next game doesn't stop the momentum."
Diame came off the bench to set up the opening goal for James Collins and score the other in his comeback from injury and he was was delighted to play his part in West Ham's latest win.
"It was great for me. I wanted to return well as I'd seen every game on TV and that the team were doing well," Diame added.
"I was happy to be back in the team and I was determined to do my best for them.
"It's good that we've got a bigger squad now, and that players are coming back from injury.
"Everybody has to give their best and work hard to be in the eleven and that is only good for the team."
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