The Blues booked a place in the last four of the competition by battling to a 2-1 victory at the King Power Stadium on Sunday afternoon.
An evenly-matched tie was settled by Pedro, who made the most of Kasper Schmeichel's decision to come out for a cross that he failed to collect in the 15th minute of extra time.
Having kept alive his side's hopes of landing some silverware, four days on from exiting the Champions League in the last 16, Pedro hopes to push on in the Premier League and salvage a top-four spot.
"It was a very difficult game. It was good for me to score for my confidence and to get to the next round," he told BBC Sport. "It was hard to find the pass in between the lines. Leicester defended very well and pressed high. It is difficult to win against this team.
"The most important thing for us was the teamwork and to make it through to the next round. We have to fight in the next few games. It is a difficult situation for us in the league but we have to fight.
"We have a good opportunity to go to the final and fight for a place in the top four [of the Premier League]. But now is the moment to relax and enjoy this win."