"We just want to write our own legacy and put our own names in the history books and do it for ourselves," Morgan told British media.
"I'm sure the media will be comparing us to great achievements of teams that have been in a position like ours. We're not listening to that too much," the defender added.
"It's been a great season so far and at the start of the season everyone's focus was avoiding relegation. I think we've surpassed that.
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"We're at that point now where we know how good we are, we've played all the teams in this league and proved that we can be as good if not better than them."
Leicester host Norwich City in the league on Saturday.
(Reporting by Shravanth Vijayakumar in Bengaluru; Editing by John O'Brien)
