Vardy, 31, went from playing amateur football to being a Premier League winner with Leicester City in the 2015-16 season before an England call-up followed.
Vardy, who scored 24 goals in Leicester's unlikely title triumph in the 2015/16 season, said a united dressing room was a key factor in building a successful team.
Nantes were third after 10 games and stayed in the top five well into the second half but a plunge in form has dropped them to 10th.
City failed to match Leicester's valuation of the player, understood to be around USD 113 million, and talks collapsed on the final day of the January transfer window.
Leicester City boss Claude Puel believes Riyad Mahrez is in better shape than before his self-imposed Foxes exile.
Mahrez was left out of the Leicester side beaten 2-1 at Everton later Wednesday and Puel said it had been a tricky situation for both the club and the player alike.
The Algerian winger had asked to leave the Midlands club in pre-season but only Roma made a firm offer.
City goalkeeper Bravo saved Mahrez and Vardy spot kicks for the decisive moment following a 1-1 draw after regulation and extra time.
Claude Puel says he has unfinished business in the League Cup ahead of Leicester's quarters clash with Manchester City.
The hosts fell behind early on at the London Stadium to a goal from Marc Albrighton before Cheikhou Kouyate equalised on the stroke of half time.
John Stones could be out for up to six weeks after sustaining a hamstring injury during his side's 2-0 win at Leicester.
Aguero is in contention to feature for Manchester City at Leicester City in the EPL despite suffering a health scare.
Riyad Mahrez's first Premier League goal of the season secured Leicester a 1-1 draw with West Brom on Monday.
The Foxes' appeal to FIFA to secure the registration of Silva was last week rejected by world football's governing body.
The appeal was rejected despite FA support as the paperwork was submitted 14 seconds late on deadline day.
Coutinho marked his first Premier League start of the season with a superb goal as Liverpool returned to winning ways.
In spite of having conceded 10 goals over a winless streak of four games, Klopp is adamant not to drop his aggressive approach for better defence.
Chelsea vowed to take the strongest possible action against any supporters found to have used anti-Semitic language.
A rare N'Golo Kante goal on his return to Leicester gave Premier League champions Chelsea a 2-1 victory at the King Power Stadium.
Portugal midfielder Adrien Silva has been unable to train and remains in limbo as Leicester City bid to sort out his future.