The first-half goal from Vardy was the only goal of the game. Leicester won 1-0 (1-0) at home to Wolverhampton in the Premier League.
Away team Leicester took the lead just before half time as Jamie Vardy scored, with an assist by Ricardo Pereira.
In the next round, Leicester take on West Ham away at London Stadium on Monday. Wolverhampton play at home to Tottenham on Sunday.