The Foxes go to Premier League leaders Liverpool on Thursday.
Van Nistelrooy said today: "It’s clear who the dominant force are in this game. I know how Arne (Slot) wants to make his teams play. He’s got it right straight away. They are the dominant force also in the Champions League.
"The streak is remarkable. We have to be very compact, we have to be ready to know what we’re facing. We have to be ready to play too. It will be a great task but it’s a great chance to develop in all areas in the game, and that will help us towards the finish line."
He added, "The squad is good, they’re fine. We know what position we’re in. The results from the four games, there are some positives. The last two are losses but we look at the bigger picture and we look ahead. We know it’s going to be a long season where we’re fighting until the end to show we deserve to play in this league."