After two-and-a-half years with the Premier League side, the French attacker has been linked with a move away from the Stadium of Light but admits that he is happy with life under new manager Paolo Di Canio.
"The speculation is okay, I have no problem with that. But I'm happy at Sunderland," he told the Sunderland Echo.
| TRANSFER TALK
|8/1||Stephane Sessegnon is 8/1 with BetVictor to be Sunderland's top goalscorer this season
Sunderland finished 17th in the Premier League last season, and Sessegnon knows they must improve if they are to avoid being dragged into another relegation battle this term.
Di Canio has asked for more from his attacking players, after only Steven Fletcher reached double figures in 2012-13.
USA international Jozy Altidore has joined the club from Twente to add more firepower, but Sessegnon feels ready to contribute more himself after a full pre-season.
"It's a very important time, you need to have a pre-season. You need to do the hard work to start the season well," he added.
"I think that affected me during the first few months of last season, but this year is different because we have had a good pre-season with a lot of good players coming.
"That's made everyone work hard in training and we have got a strong mentality too among the players. It looks good already for the start of the season."