The league leaders began the month with a 3-0 win away to Inverness CT then defeated Dundee 2-0 in the derby at Dens Park before beating Queen of the South 3-0 at Tannadice.
Neilson's men are on a run of five straight Championship wins without conceding a goal as they prepare to host Alloa Athletic on Saturday.
Dundee United are seven points clear at the top of the table and have a game in hand to come against Morton at Cappielow on Tuesday.