The young Foxes beat Benfica 2-0 at King Power Stadium on Monday thanks to an own goal from Victor Lindelof and a strike from captain Tom Hopper.
Sesay, who usually plays at the heart of City’s back four, operated at right-back against the Portuguese youngsters, helping his side to a clean sheet in the process.
Thrilled with the result, Sesay told Foxes Player: “We took our chances early on in the game which gave us a good foothold and put us on the front foot. We could have scored more – we missed a few chances.
“In the second half they came out stronger but we weathered the storm even though it was hard, but rightly so we got the three points.
“We’ve changed our style. At the start of the season we were sitting back, dropping off teams and letting them come on to us. But now we’re keeping a high line, pressing teams and not caring about what team they are – we’re just playing attacking football.
“Keeping a clean sheet as a defender is what I want to do and we were good enough to keep one against Benfica.
“They have some good players. You can tell they’re well coached and organised as they’ve got great technique but we’ve coped with it fine. We’re not fazed by the name of the team or what country they play in.”
And the 21-year-old Sierra Leone international defender also spoke highly of summer signing Matthew Upson, who played 45 minutes in the win over Benfica.
He added: “It’s always good when you get a professional first team player come down that puts 100 per cent in. Matty has done well – he always helps us.
“And playing at King Power Stadium makes it more realistic. It prepares us for when we step up to the first team – it’s always good to have fans watching as well.”