Quins got their Pool 2 campaign off to a victorious start last night thanks to a 25-9 triumph at Twickenham Stoop.
After seeing his team start their domestic campaign in disappointing form, O'Shea believes that their win over Castres is an encouraging sign.
"We were really ambitious with the way we played in that first half," he is quoted as saying by BBC Sport. "That was not a weak Castres front five, but our scrum and lineout were excellent. We have a long way to go, we know that, but this was a real step forward."
Quins return to European action next Sunday when they face Wasps at Adams Park.