The former Anderlecht defender praised Rafael Benitez.
The distinguished Spanish manager replaced Steve McClaren on Tyneside back in March and the appointment finally looks like yielding some results, following a rough opening few weeks for the former Liverpool boss.
As it stands, the Magpies sit one point above the relegation zone following a 1-0 win over Crystal Palace on Saturday, though Sunderland and Norwich City, in 18th and 19th place respectively, both boast a game in hand over Benitez's side.
The win over Palace extended Newcastle's unbeaten streak to four, in a run of games which included draws with Liverpool and Manchester City.
In contrast, United had lost six of their previous seven Premier League games prior to McClaren's sacking, and Mbemba - an £8.5 million signing by the former England boss - underlines the importance of confidence, which he claims Benitez has now instilled in them.
"Every single one of us has confidence in ourselves and in each other," the centre-back told United's official website.
"It's thanks to the coach, who is the number one - the leader. He instills that in every single one of us, players and staff.
"It trickles down from the very top and the whole squad have that confidence now."
Newcastle can boost their survival prospects further by beating already-relegated Aston Villa, on an 11-match losing streak, at Villa Park this weekend.