The Black Cats mounted a spirited fightback against European champions Chelsea on Saturday, but only after falling behind early on and then allowing the visitors to establish a 3-0 lead.
They did much the same at Norwich last weekend, when they counted themselves unfortunate not to return from Carrow Road with a point despite conceding twice.
Manager Martin O'Neill was able to take positives from the second-half performances in particular in both games, but his side slipped into the relegation zone, exactly where they were when he took over a year ago.
Victory in the rearranged home game against Reading on Tuesday night is a must if they are to restore confidence ahead of an intensely difficult run of fixtures, but O'Shea admits they will have to become more proactive if they are to dig themselves out of a hole largely of their own making.
He said: "The league doesn't end after the Reading game, fortunately. We know it's a massive game, every game at home now is going to be a massive game.
"We have to show the belief and the confidence we have shown in the second-half performances and the way we have taken the games to the opposition.
"But we have to do that from the start and not just wait for a goal to be conceded to show that reaction. We need to show that beforehand rather than a reaction."
The statistics make increasingly depressing reading for the red and white faithful. Sunderland have now won just two of their last 23 league games; their last three league wins have come against 10 men and they have not beaten a team which finished a game with a full complement since March.
O'Neill's first 10 league fixtures yielded seven wins and a draw, and a return of 22 points from a possible 30; the last 29 have resulted in just four wins, 13 draws and 25 points from a total of 87.
The manager remains unbowed, but admits he needs a victory, and needs it fast.
He said: "Tuesday is a big game, but it always was going to be that. If we actually win the game, we lift ourselves into 15th position in the league.
"But I don't think that's the issue, it's the points on the board which are more important. We need to get some points now and we just need to win the game."
That was something they never really had a chance of doing on Saturday as they very nearly capitulated inside the opening 11 minutes.
Things might have been worse had referee Mark Halsey spotted Sebastian Larsson's tug on Eden Hazard's shirt, which could have resulted in both a penalty and a red card, but the respite was temporary.
Having passed up three earlier opportunities, Chelsea took the lead when Fernando Torres evaded Carlos Cuellar's ill-judged lunge on halfway to play Victor Moses into space and then head upfield as the former Wigan striker picked out Hazard on the left.
The Belgian's cross was perfectly weighted for Torres to arrive and stab the ball past keeper Simon Mignolet.
Sunderland recovered a measure of composure and started to pin Chelsea back, but their hopes were dealt a in first-half injury time when Larsson went to ground inside the penalty area and felled Ramires, and Torres stepped up to send Mignolet the wrong way from the spot.
The Spaniard was denied a hat-trick by the woodwork four minutes after the restart, but Juan Mata turned the rebound home, and the points were won.
Adam Johnson's well-struck 66th-minute effort reduced the deficit and sparked a concerted response during which Craig Gardner rattled the crossbar, but it was all too little, too late.
O'Shea said: "You know against a team like Chelsea, they are good enough to create a fantastic goal out of nothing.
"But if you are helping them along the way, you know you are going to be in for a tough day."
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