We show the strong convergence in arbitrary Sobolev norms of solutions of the discrete nonlinear Schrödinger on an infinite lattice towards those of the nonlinear Schrödinger equation on the whole space. We restrict our attention to the one and two-dimensional case, with a set of parameters which implies global well-posedness for the continuous equation. Our proof relies on the use of bilinear estimates for the Shannon interpolation as well as the control of the growth of discrete Sobolev norms that we both prove.