Vingegaard holds a 48-second lead over second-placed Joao Almeida (UAE Team Emirates-XRG) in the standings with six stages remaining.
The Dane has won two stages so far, and feels he is in constant ascendancy as he bears down on a maiden La Vuelta win.
“I believe 100% that I can do it. We have a very strong team and I feel that I am improving all the time,” he said in an interview with Danish outlet TV2.
“I’ve had a few good days so far, but there have also been some less good days, if you can put it that way. I still believe that I will improve in this Vuelta.”
Highlights: Vingegaard powers to Stage 9 victory, Pidcock climbs GC
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Vingegaard, though, laid out some mild concerns over the upcoming time trial – set to take place on Thursday, and noted Almeida’s superiority in the race format.
“It’s exciting and it really depends on the day,” Vingegaard said.
“He is also a very good time-trialist and an outstanding rider in general. I think I’ll mainly focus on myself and try to do as well as possible, but time trials don’t really suit me.”
With a firm grasp on the red jersey heading into the latter stages of the 21-stage road race, Vingegaard said his job of leading the pack has been made easier by the absence of Tadej Pogacar.
The Slovenian opted to skip La Vuelta following his Tour de France success, with the UAE team instead backing Almeida and Juan Ayuso in Spain. Vingegaard said it is a “different race” without Pogacar.
“Pogacar isn’t here,” he said. “That makes it a little easier in a way. When Pogacar is there, you have to try to find a weak spot in him almost every day.”
Pedersen pays tribute to team-mates after ‘really important’ Stage 15 win
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Vingegaard will look to tighten his grip on the red jersey when the riders return from a rest day to take on Stage 16 on Tuesday – live on TNT Sports and discovery+.
Tom Pidcock (Q36.5 Pro Cycling Team) sits 2’38” behind Almeida ahead of the resumption.
Watch and stream La Vuelta on TNT Sports and discovery+