The 3-0 victory re-established the 11-point gap that had been temporarily cut by the chasing pack earlier on in the day.
However, with 48 points still up for grabs between now and the end of the season, N'Diaye says Wolves are determined that there will be no let-up in performance levels.
He said: "We played well against Sheffield United - we started well and with good aggression, and we used the ball well. It was good for everyone involved - the fans, the staff and for us, because we did a good job.
"The gaffer has told us that we need to play every game like a final. Today was a good performance, but we are 16 games from the end of the season and we need to keep this going.
"The Championship is a very long season with a lot of games, and you can't play this well every game. We have found ways of winning even when we've played badly, and now we have this gap at the top of the league we need to keep our standards and keep focused.
"We will play every game like a final. Every game is different and the challenge for us is to find our best possible performance for each game."
Molineux was lit up by two moments of outstanding quality on Saturday; Ruben Neves opened the scoring with an exquisite long-range effort, before a flowing team move was expertly finished off by Diogo Jota to put Nuno Espirito Santo's men 2-0 up.
N'Diaye - who started alongside Neves in central midfield - says that both goals were as enjoyable for him as they were for the Wolves fans packed into Molineux.
"Ruben's goal was an amazing goal," he added. "He is young but he's a great player with good quality, and he works hard at that. That goal was important as it gave us more confidence and more opportunities to play our football.
"The second one was different - it was a team goal and also very impressive. It was great play from Jota and Cavaleiro, and I think that it showed the confidence that we were playing with.
"It's good for me to be able to play in a team like this. I can enjoy it because we're playing well, we have a good spirit and we want to play for our fans."