A 4-0 victory over Newcastle, in which the centre-back scored a superb half-volley to open the scoring, coupled with a surprise second consecutive defeat for Manchester City extended the Reds’ lead at the top to six points.
Tottenham are now their closest rivals with City dropping to third, a further point behind.
“We play every game like a final,” he told LiverpoolFC.com.
“It’s what we learned in previous seasons: it doesn’t mean anything if you win and then the next game you don’t do well.
“So, we’ll forget this game and next concentrate on Arsenal. That’s what keeps us going.
“We have big character in the squad. If you want to be at the top, you need to have the winning mentality and the calmness.
Lovren’s first goal of the season was an impressive finish, with the ball still rising when it hit the roof of the net from a quickly-taken corner.
Most of his goals come with his head and he surprised even himself with the quality of his strike.
“It was quite difficult to catch the ball, to be honest. Usually it’s a ball to kick into the stand, like defending a set-piece for me,” he added.
“But luckily enough, I did it, I scored.”
Manager Jurgen Klopp has found himself having to keep a lid on the expectations now being levelled at his side but felt the display against a Newcastle team set up to frustrate by Rafael Benitez on his return to Anfield, could not have been much better.
“A pretty perfect day for us; not a perfect performance, but a really good performance. Result-wise and a lot of parts of the performance, really good,” Klopp said.
“If you are 2-0 up then you have to control the game. In the past we became, I wouldn’t say sloppy, but we lost concentration. That doesn’t help, obviously.
“Now we are much more awake, we control it in a better way, we switch sides, we still prepare and create – not as many as maybe would be possible but still enough – and we score goals.”