The ex-Aston Villa boss replaced Steve Bruce this month and their results have improved with two wins, a draw and a loss from four games.
Sessegnon has also made more of an impact after finding the back of the net in their 3-2 success over promoted QPR at Loftus Road.
The Benin international insists O'Neill has not made sweeping changes, preferring to focus on developing a good team spirit.
"It's been good so far. He's only had a few matches but since getting a victory in his first game against Blackburn, there's been more confidence about us," he told the Sunderland Echo.
"I knew of him while I was in France. I'd heard about what he was doing at Villa. I don't think there's been massive change in things in training.
"But he's keen to develop a good spirit among the players and it's all been positive. It's football what happened to Steve Bruce. You become used to managers leaving.
"This season, we've given our maximum, but no one takes pleasure in losing. The most important thing is to do the best thing for the club and results hadn't been good."