Roberto Mancini's side saw their Barclays Premier League title aspirations dealt a major blow as Luke Moore's late header saw the Welsh outfit once again upset one of the top-flight big guns at the Liberty Stadium.
Swansea had already beaten Arsenal at home and drawn with Chelsea and Tottenham this season, and the visitors could have few complaints as they paid the price for an ineffectual display.
"You have to remember who we were playing against," Swans boss Rodgers said. "We were playing a team that is littered with world-class players and has an excellent manager.
"They are a club who are going to be challenging for major honours over a number of years, not only in the Barclays Premier League but throughout European football.
"We played a great possession game, we were very well organised in our defending and our counter-attacking football was exceptional when it was needed.
"So across the board it was a well-deserved win and it is another notch of belief and confidence for the players in what has been a really fantastic year for them so far.
"It was a real prestigious win for us last weekend and as you can imagine the confidence of the players has increased.
"It was a brilliant performance and obviously it was a great result.
"It has left all the supporters and the city on a real high so it was a great win and we need to continue making good wins."
Last weekend's victory moves Swansea ever closer to survival and gives them a 14-point cushion over the drop zone.
While their Premier League status is almost certainly guaranteed for another season, Rodgers insists his ambitions remain the same heading into this weekend's clash with Fulham.
"We have not set any targets," he said. "The aim does not change and that was to make sure we stay in the league.
"It was well documented that we were one of the favourites with nearly everyone to go down so we're not going to get too carried away.
"We've still got a lot of work to do, there are 10 games left so there are 30 points up for grabs.
"We just want to go into the next game and look to put on another very good performance."
With just two matches on Saturday, victory at Craven Cottage would propel Swansea up to eighth in the standings and leave them with a real chance of a top-10 finish.
"It would be an incredible achievement for the players in their first season at this level," Rodgers said of the prospect of finishing in the top half.
"It is an incredibly tough league and the clubs that surround us are absolutely massive at this level.
"They are clubs that have been around it for many years but, like I say, we just want to finish it the very best that we can and let's see where that takes us.
"I remember last year you could be in eighth or ninth position, and the last game of the season you might end up in 14th because it was all so very tight.
"But for us, it is just to really attack the games, to keep improving and let's see where it takes us."