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The Portuguese is eager for his side to be incognito as they fight for a top-six spot.
They host Liverpool on Saturday having lost just once in their last nine games to sit eighth, three points adrift of the top four.
Wolves finished seventh in successive seasons under Nuno Espirito Santo and reached the Europa League quarter-finals in 2020 but Lage is determined to keep a lid on expectations.
He said: “The most important thing is the players believe in our work. It’s about moments and sometimes it’s better to work without too much noise around.
“We know the pathway we want to do with the team. Right now it’s the same, continue at the same level. That’s what I want from the team, from me, consistency. Every day I try to be relaxed and calm.
“The important thing is not the position, it’s the points we have at the moment.
“This month until the middle of January will be a serious test for us to find the best solutions. It’s not about complaining. It’s important to continue under the radar, to play our game, because that is the best way to score goals and win points.
“We are happy with what we are doing at the moment but we need to continue. December and January will be a very hard and a good test for us.”
Wolves have drawn their last two games against Norwich and Burnley, and have midfielder Ruben Neves back after suspension.
Daniel Podence may return after self-isolating having tested positive for Covid-19 but Marcal (Covid) is out. Jonny and Pedro Neto (both knee) are sidelined along with Yerson Mosquera (hamstring).
Liverpool come to Molineux third in the Premier League having lost once, at West Ham in November, all season.
Lage said: “I don’t know if they are the best (in the world) but they are in the best three or five, for sure.
“They know the system, they play with a high intensity. It’s very hard to play against them but we (will) have our chances.”