The 20-year-old striker was recalled to the Stadium of Light from a successful temporary stint at Championship outfit Sheffield Wednesday due to an Achilles injury to Steven Fletcher, and the England Under-21 international has made two appearances from the bench since returning.
Sunderland are 7/4 with Betway to be relegated from the Premier League
"I've got nothing to lose," he told the Northern Echo. "I've not been playing [for Sunderland], so whatever time I get on the pitch I've just got to do what I'm told to do the best I can. That's what I tried to do on Saturday [against Southampton in the FA Cup].
"I'm back from my loan and I've been involved a couple of times so whatever minutes I get on the pitch are about proving to the manager that I should be on from the start.
"The Premier League is better than any league in the world so if I can play here that's my main goal. It's down to the manager whether I'm going to be involved in the games or not. Hopefully if I'm not I can go back out on loan.
The young striker believes that given time and chances, he can still prove his worth for the Black Cats, and Wickham - who has 18 months left on his contract - is concentrating on keeping his side up.
"I believe I can be a success here, it's just a matter of getting minutes on the pitch. All I can do is try and score. I did that on Saturday and I'll do it every game.
"I'm 21 next month so I've still got plenty of time in football ahead of me. I've got a year and a half on my contract here so my main aim is to get into this team, push it forward and get us away from the bottom of the league."
Wickham netted eight goals in 11 appearances for the Owls during his loan spell earlier this season to tempt Gus Poyet into recalling him as cover for the injured Fletcher.