Slot was delighted after their 6-3 win at Tottenham on Sunday.
Asked about the significance of being Premier League leaders at Christmas, Slot said: "Of course, it means something because you always prefer to be where we are at the moment than to be in another position in the league table. You know, just as well as I know because I've won the league once, how hard it is to win it.
"You have to keep on going, keep on going. Every three days you have to be on top of your game, every minute of the game. That's why it is so hard to win it because it's not always easy to show up every three or four days. We saw last week, in a moment you can get a red card – which was quite a debate afterwards, not by me but by other people – and these things can happen in a season.
"At Newcastle, at 3-2 up you expect to win it and there was a situation and we drop two points. That's the Premier League. I didn't expect Chelsea to drop points today as well, so it can happen in every game and that's what makes this league so special. That's why so many people want to see it and that's why we play at Christmas time."