Two tries from James Wilson - his first for the club after joining in the summer - and 14 points from Stephen Myler's boot set up the triumph that moved Saints to the top of the table.
It is their best ever start to a Premiership season, but Mallinder was a little frustrated at not getting a bonus point and believes there is more to come from Northampton.
Mallinder said: "It is pleasing to win five out of five, but I don't think we have really reached top gear. There is still a little bit more to come from us.
"We defended well to keep them out, but attacking-wise we could sharpen up in a few areas. If we can do that then I am sure we can put some teams to the sword.
"There was a 10- to 15-minute period when we should have scored. Soane Tonga'uiha went through the middle at one stage, then James Wilson had a chance to use his 6ft 4in frame and get a hat-trick. We probably wasted a couple of chances there. I would have loved a bonus point, but overall I am happy with the win."
Wilson was stepping in for Ben Foden, who is a long-term injury victim, and Mallinder has been delighted with the way the New Zealander and a raft of new signings have settled into the club.
"Quite a lot of people questioned us in terms of players leaving and whether we could cope," he said. "The players have come in, Luther Burrell and Dominic Waldouck are playing well as is Rhys Oakley and they are fitting into the way we like to play the game and we are winning rugby matches, which is what it is all about."
Wasps director of rugby Dai Young revealed wing James Bailey was taken to hospital with a suspected broken leg after being carried off on a stretcher 17 minutes into his first start for the club.
And Mallinder said Northampton lock Christian Day was taken hospital after he was carried off on a stretcher with a "shin injury" that could also be a break.
But Mallinder said there was no problem with England lock Courtney Lawes, who limped off in the second half, adding that he was just "out on his feet".
Wasps prop Tim Payne was sin-binned on his 250th appearance for the club, with some believing it should have been a red card after the television match official caught him dropping a knee on Vasily Artemyev.
Young said: "We will have a good look at it. That is what they are there for. If that is a yellow-card offence you are going to take it."
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