United will go into the Premier League clash on the back of last night's Europa League win against PAOK.
Van Nistelrooy said: "Well, I think every game is important in this season and that’s why I said the short spell of four games is an important period to react, especially when we lost against West Ham. Of course, we needed to start getting results, that’s why I said that was important."
The Foxes clash will be the Dutchman's last in charge as caretaker before Ruben Amorim takes charge.
He continued: "For me, it’s important now to carry on and build on results of Leicester, of Chelsea, and of PAOK. I think this second half, we can build on, the result, we can build on; our first European home win after one year. We addressed that in the dressing room and it was time to change that, you know, so we did, the players did very well doing so. And Sunday is a big game for us in the league to get a good performance in again."