The 29-year-old winger believes Los Rojillos have a "psychological" advantage over their opponents following last weekend's 2-2 result against Real Madrid and their midweek Copa del Rey clash with Malaga from which they advanced due to the away goals rule.
Cejudo hopes to continue the momentum, telling Osasuna.es: "It has been good psychologically and competitively.
"We have gained confidence because on the pitch we have done things we have been working on in training."
Celta have a one-point advantage over their opponents, with both sides in need of points to move away from the danger zone.
And Cajudo believes Osasuna can end the year with a win on Sunday, adding: "We are in good form and we have to try to finish the year with a victory that would give us a great relief as the game is against a direct rival.
"The more we are able to achieve the better.
"Right now we are scoring in many games but we know that difficult times will come as usual throughout the season."
Cejudo admitted Celta would prove tough opponents, though.
"They play at home and will try to take a step forward. It will be a good battle for the ball," he said.
Celta were defeated 3-0 at Reak Valladolid last weekend before exiting the Copa del Rey at the hands of Athletic Bilbao on Thursday.
Three points could move them up into 13th - if other results go their way - but defeat could see them drop into the relegation zone.