Southampton-born Vokes came off the bench to score the winning goal against his hometown club on Saturday as the Clarets made it 11 points from a possible 18 on the road to cement seventh spot in the table.
Their impressive early-season record comes after they managed just seven points and one league victory away from Turf Moor in the whole of last campaign following promotion from the Sky Bet Championship.
Victory at St Mary's backed up an opening-day success against Chelsea at Stamford Bridge, a win at Everton last month and draws at Tottenham and Liverpool.
Wales international Vokes feels Burnley's players now have the confidence and belief that they can pick up points wherever they play.
"I don't know, I suppose it's the mentality," he replied when asked what has changed since last year.
"We go into games not fearing teams.
"It's three wins against top Premier League sides now and it's not just the wins, it's the performances that go with it.
"Last year, a lot was made of our away performances and our results have picked up.
"We are a proper Premier League team now and you feel that every day coming into work."