The goalkeeper, who put in another faultless display against Luton on Saturday was happy with the backing the Owls fans gave to the team after the game.
But he says that despite a mixed start in the league, Wednesdayites should not be worrying about not being in the top positions just quite yet.
He told Footymad: “If you look at the way the fans clapped us off against Luton, you can see that the supporters know we played well but at this stage of the season it is not about where we are in the league, it’s about how we are improving as the weeks go by and gelling as a team.
“The fans know we can handle ourselves in this league now and as the season goes on I am confident of good things.
“The former Preston stopper also believes that Wednesday should have taken the spoils against The Hatters but the point was a good result considering Luton came to Hillsborough with a 100percent record.
Lucas added: “From where I was stood it looked like there was only going to be one winner, Luton are a good side and we are the first team to get anything out of them this season which is very encouraging.
“I think with the teams we have beaten and the teams we have had tough games against, there is not a massive gulf in class and it proves that this league is more about organisation and not individual players.
“Some teams come to Hillsborough with a game plan to be as tight as possible and we have to know what our game plan is to succeed.”
Meanwhile former Owls target Steve Howard admitted that he would have jumped at a move to Hillsborough from Luton.
He told the Independent: “I'm happy where I am, but it's always an attractive move to come to a massive club like this. It must be fantastic to play in front of a crowd like that. It's a big pulling point for Sheffield Wednesday.”