The Black Cats scored three goals in a match for the first time this season as they earned a first away win of the campaign.
"I am absolutely relieved," said O'Neill. "I am delighted we have won and scored a few goals. All in all it was strong performance by us.
"Confidence is back and there is a good feeling in the dressing room. We have never lost that."
Sunday's victory has seen Sunderland move up to 15th place in the Premier League table.