The Black Cats lost 4-2 at home to West Brom on Saturday and have another chance to prove themselves at home, against Harry Redknapp's new side.
Having played seven of their first 11 league games away from home, Sunderland are now in a midst of playing four at the Stadium of Light in five games, and Sessegnon is desperate for victory.
"We must win," he told The Evening Chronicle.
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|9/1||Stephane Sessegnon is 9/1 with Bet365 to score the first goal in a Sunderland win over QPR on Wednesday
"It's hugely important that we get a win tomorrow because it's another chance for us here.
"We know it's going to be difficult against a team fighting at the bottom of the table, but it's clear we need to get some wins and pick up some points."
Sessegnon is wary of QPR, however, expecting them to be firing on all cylinders in Redknapp's first match in charge.
"It's never easy against a team with a new manager," he added.
"They're a team who wouldn't have expected to be at the bottom at the start of the season.
"They will feel they are capable of much better and I'm sure they'll be boosted by a new manager.
"But, at the same time, we've got to be confident that we can get a victory after the disappointment of Saturday."