The Black Cats host Chelsea on Saturday having failed to record a home victory since March and sit one point above the relegation zone.
O'Neill's side have only one win in their last nine Premier League games and the former Celtic boss believes that a strong mentality is key if they are to turn the corner.
"It takes a strong player to play here for Sunderland at the Stadium of Light. I have often thought that," he told the Sunderland Echo.
|BLACK CATS GET THE CREAM|
|22/1||Sunderland are 22/1 with PaddyPower to beat Chelsea 2-0|
"I think it was the late Tommy Burns who said it was harder to play for Celtic than to play against them. I know exactly what he means.
"Here, it's demanding and you have to have plenty of courage and ability to play here. You have to have a good mentality and a bit of self-confidence.
"And then you need to go and win some football matches and put on a performance. That's very, very important."