The Black Cats were beaten 2-1 at Goodison Park on Saturday to leave them five Premier League games without success - with three of those encounters ending in defeat.
Martin O'Neill's men sit 16th in the standings and three points clear of the relegation places, having won just once this season.
But Spaniard Cuellar is positive they can end their winless streak and start climbing the table.
He told The Sun: "We know our fans will be disappointed with this result and people might think we are in for a struggle this season but in the dressing room we remain confident.
"Of course, we are disappointed too not to pick up one point, never mind three points.
"But once we win one game we know others will follow."