Wolves scored twice in the last twelve minutes to beat Southampton - a second successive home league win, and a victory which stretched the club's unbeaten league run at Molineux to 13 games.
Four of those games have come in the Premier League, where Wolves have drawn with Everton, held Manchester City and beaten Burnley and Southampton to climb to eighth place in the early league table - something Coady believes the club's fans more than deserve.
"It's good at the moment," he admitted. "We can enjoy it while it lasts - which is hopefully for a long time. It's pleasing for the football club and everyone involved - when this city gets like this when we're doing well, they don't half get behind you - it's brilliant.
"You always hear our fans - they're loud as anything! It's a serious atmosphere and the way it is at the moment is brilliant. We've got to do our best to keep that going.
"Every team at Premier League level is a good team, but it really helps playing in front of our home support - it's a fantastic stadium to play in and fantastic supporters to play in front of, especially when they're as loud as they were today. It doesn't half drive you on."
After a goalless 77 minutes in which Coady admitted that Wolves weren't at their best, substitute Ivan Cavaleiro broke the deadlock with his first touch in Premier League football, before Jonny Castro Otto finished from close range to seal the win.
Of the performance, Coady said: "When you're winning it's always good, especially in the Premier League. It was a tough game, really tough. I thought Southampton were a good side - they move it well and have some talented players, but sometimes you've just got to dig in - any win is a good win.
"The defensive aspect of the performance was important for us. We pride ourselves on our clean sheets and we want to keep as many as possible - that hasn't changed from last year.
"We work hard on the training pitch and we listen to the manager. We work hard every single day - over and over again, but that's what you need to do to improve."
Cavaleiro had replaced Diogo Jota just moments before scoring, while the provider for his goal, Adama Traore, had also been a second-half substitute, replacing Helder Costa. Coady believes that the impact made by the two players shows the strength in depth that Wolves now possess in the forward positions.
"I was made up for Cav to get the goal," he said. "He was outstanding when he came on. We know what he brings to the club - he's a pleasure to have around the changing room and in the squad.
"We know how much quality he's got - he showed that throughout the whole of last season - and what he did today was fantastic.
"Having him back is fantastic, and you look at our front players now - we have fantastic options. Diogo, Helder and Raul all started and then we're able to bring the likes of Cav, Adama and Bonatini on. They're great options and we're enjoying what we're doing at the minute."