The Black Cats are yet to win a game this season and as a result sit at the bottom of the Premier League table.
"The positives don't count for anything," the Sunderland Echo quotes O'Shea as saying. "Believe me, anyone in the dressing room would rather play terrible and win the games 1-0.
"We have to get away from moral victories when we have done okay or done this and done that. We have to stand up and take responsibility, make sure we get clean sheets and go ahead in games."
Sunderland will try to grab their first win of the season when they take on Manchester United this weekend.