The 28-year-old is an injury doubt for next Saturday's Premier League opener against Arsenal after suffering an ankle problem in training.
"Sessegnon hurt his ankle in training yesterday and I don't know whether he will make Wednesday night's game," O'Neill told the club's official website.
"Hopefully he will be okay for Saturday's match. He's actually going for a scan this afternoon."
The Black Cats are due to face Derby in a pre-season friendly tomorrow.