A 27-18 success against Leicester left Quins sitting pretty at the league summit, leaving O'Shea in the enjoyable position of having to guard against complacency.
"We won't get carried away but I'd rather be in our position than Leicester's. It was an incredible ask for them," he said of opponents whose squad has been decimated by World Cup absentees in the early stages of the campaign.
"We were under the pump in the first half but we were very opportunistic and then in the second half we dug in and I am really proud of the guys.
"Last season we lost 10 league games by one score or less, this season we are playing with more composure and the confidence that comes from winning."
Quins' man of the match, lock George Robson, added: "To get a win up here was massive but we are just focusing on a week-to-week basis."
Two counter-attacking tries in as many minutes from wings Sam Smith and Seb Stegmann saw Quins overturn an early deficit following Boris Stankovich's opener for Leicester, and a further score from Joe Marler allied to 12 points from Nick Evans' boot earned them their first win at Welford Road since 1997.
Tigers director of rugby Richard Cockerill fumed: "We've got to defend better; it was those two phases that killed us. We thought we could win today but our ball-carrying and decision-making was poor and we lost lineouts at crucial times."
The defeat was Leicester's third consecutive home defeat of the season and the club's worst start in Premiership history, but Cockerill observed: "It's been a farce with 20 guys missing (at the World Cup), it's been very hard but we will be stronger for it.
"Whilst I'm sorry England lost (to France in today's quarter-final), the result in New Zealand is a delight for the club. Europe is big for us and we need the players to be back and integrated by then."
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