The Magpies have won only one of their opening six games in the Premier League but that victory came away at Tottenham Hotspur, who finished third last season.
That position is currently occupied by Brendan Rodger's Foxes, who have started the campaign impressively with three wins and two draws, while they haven't lost at the King Power Stadium since the Magpies won 1-0 there in April.
Looking ahead to Sunday's game, Willems was asked how much confidence United could take from last month's surprise success at Spurs and he insisted: "A lot, because Tottenham just played the final of the Champions League. It isn't like they (lost) on purpose or something - it's a major thing to win against them."
And, while acknowledging Leicester's impressive form, Willems believes that the key to beating them is "doing our own thing."
He added: "We did it against Tottenham, we did it against Liverpool - we were unlucky with mistakes, okay, that can happen - and against Arsenal too.
"We've done it quite a lot of times. Against Leicester in the (Carabao) cup, we did it also. We lost on penalties, but we need to just have the confidence in ourselves, and the system and philosophy we have.
"They have some good individual players, young players also. They are hungry - but we are too. We have also some young players with experience in the Premier League, and of course some players that are hungry.
"We are all hungry, so we are excited."
Willems joined Newcastle on a season-long loan from Eintracht Frankfurt in the summer and, since making his full debut in August's cup tie against the Foxes at St. James' Park, the Netherlands international has started United's last three league games and scored his first goal for the club in the Magpies' last away game, at Liverpool earlier this month.
"The Premier League is, for me, the biggest competition in the world so it's a major, major, major thing to play here," he admitted. "I didn't show everything at the beginning of my career in the Premier League, of course, but it's gone quite good. I'm doing my best.
"I like the people at the club - they're helping me. The players are helping me, the city is good - it's only the weather, a little bit, but it's okay. I can deal with it!"
