The 23-year-old, who is a full Zambian international, has reportedly attracted the interest of a host of European clubs following his performances this season.
He is currently training with the Black Cats, but O'Neill has not offered any indication as to whether he will be handed a contract with the club.
O'Neill told the Sunderland Echo: "He played a little game the other day, but he had a swollen knee before he came here and he had to come off in the game.
"That will stop him training for a week at most. And then he'll be going away to play during the international break so we'll monitor him during that game. But I haven't seen enough of him yet to make a decision on him."
Sunzu is under contract with Mazembe until 2015.