O'Shea now wants Sunderland to kickstart their season against rivals Newcastle in what will be new manager Gus Poyet's first home game in charge of the club.
"We're going up against Newcastle when we're on the run we're on, but we need to do something about it very quickly," the defender told the Sunderland Echo.
"The new lads know how important winning matches is at the minute anyway, but especially against Newcastle.
"We have to really make sure we put in a performance for the fans, but also for ourselves, families, coaches, everyone, because it's a bad situation."
Sunderland have taken one point from their opening eight matches of the season.