The United manager is confident the Reds can bounce back in Sunday's away match at Stoke City, after seeing his side perform well in the 2-1 home defeat to Manchester City.
"We played well, no question about that, we played some good football," Sir Alex told MUTV. "It’s a shame to have lost [after 18 league games unbeaten], particularly in a local derby game because you always want to win those.
"We’ve got seven games to go and it’s a healthy lead. But we’re not taking anything for granted.
"We just have to kick on. The most important thing is to try and win our next game. We’ve got Stoke City on Sunday and it’s a match we want to win and the performance tonight is a good indication."
He admitted United left some room for improvement in the first half against City, during which the Blues enjoyed more possession "without really killing us."
"I actually thought we controlled the game in the second half," Sir Alex added. "A lot of these big games need a goal to open up and it opened up well in the second half, when I thought we played really well.
"It was a very intense game, both sides were really committed, there wasn't much in it."
The local rivals dominating the national league were ultimately separated by a piece of individual skill by Sergio Aguero, who entered the fray as a substitute after Vincent Kompany's own goal cancelled out James Milner's deflected opener.