The Saints made it six games unbeaten with a 1-0 win over Sunderland on Saturday.
The Saints were 1-0 winners against Sunderland at the Stadium of Light on Saturday in yet another strong away performance from the side.
Ronald Koeman’s team are now unbeaten in their first six away games in the Premier League this season, a run which has seen the side break the club’s previous record.
And when asked what he believed had been key to their unbeaten start on the road, Stekelenburg says their confidence away from Saint Mary’s has been the pivotal factor.
“I think it’s just confidence,” he told saintsfc.co.uk.
“Earlier in the season we had some problems to get into our game, but I think after the Manchester United loss we needed a win and against Norwich we did well. Then the confidence came, it’s all about confidence.”
One aspect that has been a strong point for the side has been their defence, with Stekelenburg and his side proving to be a tough unit to break down in recent weeks.
The 1-0 win over the Black Cats saw them keep their second successive clean sheet, having also managed to keep their opponents at bay in a 2-0 win over Bournemouth last weekend.
And the 'keeper says that their defensive solidity is for the team, but is pleased with the way they are limiting their opponents to few chances in games.
“It’s for the whole team, we don’t give away a lot of chances,” he added.
“If you see last week against Bournemouth it wasn’t a good second half, but in the end they didn’t create a lot. We don’t give a lot of chances away, so that’s a good thing.”