The former Italy, Juventus and Chelsea No 2 took over from Steve Clarke in the summer and guided Killie to three wins out of four last month.
Kilmarnock beat Hearts 1-0 at Tynecastle and defeated Livingston (2-1) and St Mirren (1-0) at Rugby Park – which lifted them to third in the table – before going down 2-1 to Motherwell at Fir Park, where they lost defender Alex Bruce to an early red card.
Along with Celtic and Aberdeen, the Ayrshire club have kept most clean sheets in the top flight this season – goalkeeper Laurentiu Branescu has had six shut-outs in 12 appearances.