The former Manchester City player moved to the Stadium of Light in the summer after failing to pick up valuable game time at the Etihad Stadium.
"I'm just a little concerned that people might be expecting him to come in and be winning every game for us because that's certainly not going to be the case," O'Neill told the Sunderland Echo.
"He's a real talent and I know he's going to be a great asset to this club. But he's only one player and it's a team game."
The start of the 25-year-old's career with the Black Cats has been inconsistent due to injury.