The Bluebirds have won eight, drawn two and lost two of their 12 opening games and are two points behind leaders QPR.
McNaughton said: "We've still got areas we can improve on and conceded a few more goals than we would like."
The full-back has also hailed his maturing right-hand side partnership with Bluebirds midfielder Chris Burke.
Burke's persistence paid off at Coventry on Tuesday, his run and delivery giving Jay Bothroyd the chance to score the winner at his former club in their 2-1 win.
McNaughton said: "You know what you're going to get with Burkey. He's always going to just keep attacking and I just try to bake him up really and try to do his defensive duties for him.
"And that's one of the things with Burkey, you saw the game during the week there - he just keeps going at players even if it's not coming off for him.
Cardiff boss Dave Jones ready for Leeds test
"He'll just keep going and he got his rewards in the end for creating the goal for Jay.
"So it's great having a guy like that with his work-rate in front of you. It does make my life a lot easier as well.
"You he's going to be there covering you if you have to go forward. It's one of those things that's grown really.
"We're both hard workers, we both share the workload and I think that's one thing that the supporters appreciate when you've got two guys working their socks off."
But Scotsman McNaughton insists Dave Jones' Cardiff defence must improve - as the Bluebirds have conceded 11 goals so far this season, seven more than leaders Queen's Park Rangers.
He said: "I still think we've got more to come. We've played well in games, but I don't think we've had a real 90 minutes from start to finish where we've been really good.
"We've still got areas we can improve on and conceded a few more goals than we would like to have conceded.
"There's definitely areas we can improve on. Our strike force - nine times out of 10 we're going to get goals.
"So it's a case with the defenders, if we keep a clean sheet, we've got a chance of winning."
The Bluebirds have a good record against Leeds and will go to Elland Road on Monday hoping for a repeat of their last visit.
On that occasion, in December 2005, Jason Koumas' 31st-minute goal settled the encounter.
Leeds are lying 10th in the table, nine points behind the Bluebirds and Ross McCormack may face his old team-mates for the first time since leaving Cardiff City Stadium if he recovers from injury.
Source: BBC Sport
Source: BBC Sport