After a fantastic opening half saw Wolves 2-0 up at the break, the visitors came back into the match in the second half, and came close to forcing an equaliser in the dying stages.
Coady's late goal-line clearance helped to ensure that Nuno Espirito Santo's men claimed another three points, and the skipper was delighted with the resilience his team showed.
"It's such a tough league to play in - we know every team can cause problems," he said. "When they brought Matt Smith on at half time they started to go more direct, and we had to dig in, stick together and be resilient, and we did that.
"The team spirit at this club is at a different level - it's fantastic. The boys are sticking together - we all know where we want to be. We were disappointed to concede the goal early in the second half, but we've got to be ready with solutions when teams are causing us problems, and we were."
In what Coady called a 'game of two halves', Wolves showed glimpses of their scintillating best in the first 45 minutes, something which he admits is a pleasure to be involved with.
"We were outstanding in the first half," he continued. "We moved the ball, we passed it well and we scored two fantastic goals.
"It's a pleasure to play alongside these boys. When they're in full flow like they are at the minute, it's a real pleasure. The last couple of weeks have been good for that - we've scored plenty of goals and done it well. Hopefully we can just keep going."
Of his late goal-line intervention to preserve all three points, Coady added: "John (Ruddy) came out and made a great save and I think it was just instinct from me.
"I think Ryan Bennett was on the line as well, to block it if it went the other side of John. It's just a defender's instinct in that situation - making sure you're in the right place, and luckily I was and it's helped us win the game."
Wolves have now won three games on the bounce and have lost just once in the league since October, but Coady maintains that the focus of the squad and the manager remains solely on the next game.
"We've not looked too far ahead all season," he said. "We've not focused on other teams, just on ourselves. There's still a big chunk of the season left to go and we need to keep on learning, keep on listening to the manager and to the solutions that he gives us to beat the teams that are coming up.
"Our sole focus is on Preston now, it's as simple as that. That game-by-game mentality has been instilled in us by the manager - that's what we've got to keep following and keep doing, and hopefully we'll keep winning games."
