The Black Cats marked the 40th anniversary of their last FA Cup triumph with a tame defeat to Bolton on Tuesday night.
Two second-half goals from Marvin Sordell sent the Championship side through to an FA Cup fourth-round clash at home to Everton and left O'Neill to look ahead to a gruelling battle to secure his side's top-flight future.
O'Neill said: "The fact it is 40 years since we've won a trophy is far too long. We enjoyed a really good run last season and put some big results together in January and February, then we played Everton and were disappointing - but that was a quarter-final.
"Here we had the opportunity to play Everton again and we didn't take it and it is really disappointing.
"We're going to have to get it (consistency). This is a big club and we shouldn't be spending 40 years without winning something, we really shouldn't."
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