The Terriers were widely tipped to be in a season-long relegation battle on their return to the top flight but have settled quickly, with a 0-0 draw at Burnley taking their tally to nine points and four clean sheets from their first six games.
Goalkeeper Jonas Lossl and a back four of Chris Lowe, Christopher Schindler, Mathias Jorgensen and Tommy Smith have been ever presents thus far, and Wagner sees a growing belief in his back line.
"Every point is an important point and every clean sheet brings confidence. We have four," said the German.
"I'm very pleased with this clean sheet of course, a fourth in six games. I'm pleased with the defensive effort and how everybody worked. Unfortunately we missed the biggest opportunity of the game, if we were more clinical we get three points out of the game."
Florent Depoitre was responsible for that miss, failing to find a finish worthy of a fine run and lay-off from Tom Ince.
The Belgium international said: "We didn't have a lot of chances but when we have one we want to do better.
"I had one good chance at the beginning of the second half and could have done better, but we didn't create so much."
Burnley boss Sean Dyche was enthused by the efforts of Depoitre's compatriot Steven Defour in midfield.
The 29-year-old has showed touches of real class since his arrival at Turf Moor last northern summer but has only recently started to meet his manager's work-rate expectations.
"Steven was outstanding, the best player on the pitch by a country mile," said Dyche, overlooking a dominant display by Terriers centre-back Schindler.
"He's worked hard in pre-season and that's been a massive shift from him. His understanding of life in the Premier League has changed enormously.
"We know his technical ability, his awareness but his work ethic and his reading of the game off the ball was outstanding."
