The Belgian returns to the Black Cats this weekend, just days after Paolo Di Canio was sacked.
He reveals that it was difficult when every mistake could cost his side three points.
"The pressure is there and for a goalkeeper, it is more difficult when you are in a relegation battle because you know how costly a mistake can be," Mignolet told the Daily Star.
"You know that if you make one silly mistake or get one small detail wrong in the game, it can cost you three points.
"That kind of thing can be so important in a relegation battle. At Sunderland, it was quite difficult if we went behind."
Liverpool travel to the Stadium of Light tomorrow afternoon.