Defoe scored 37 times in 93 appearances for the Black Cats between 2014 and 2017 before leaving to join Bournemouth at the end of the 2017-18 campaign.
Sunderland are now battling to stay in the Championship, with a total of 27 points from 34 matches leaving them bottom of the second tier.
Defoe, however, is still hopeful that his former club can "get out of the situation they are in".
"Fingers crossed they can get a few wins, build some confidence and hopefully get out of the situation they are in. Next season, hopefully they can kick on and build on that to have a good season," Defoe told reporters.
"Sunderland is a Premier League club. The fan base, stadium and the facilities, it is a massive club. It is sad to see them in this situation but hopefully they will get out of it soon."
Sunderland, who salvaged a late point against rivals Middlesbrough on Saturday afternoon, are next in Championship action away to Millwall this weekend.