Leeds bounced back from last Tuesday night's humiliating 7-3 defeat to relegation battlers Nottingham Forest with a 1-0 win at Millwall on Saturday thanks to Lonergan's spot kick heroics.
"We'd done our research and Alex our analyst and [goalkeeping coach] Andy Leaning gave me a sheet before the game and every penalty was in that direction," Lonergan told the club's official website.
"I thought to myself `go as far as you can and as powerful as you can and if it goes in the corner you'll save it.'
"When he gave the penalty I said to Robbo: `I'll save this'. I was just so confident."
The clean sheet came as a huge relief to Lonergan, who added: "It's unexplainable what happened, but that probably made Saturday the biggest game of my career so far. Having got stuffed seven I had to show something to the fans that I can produce at this level."