O'Shea is currently captaining the side in the absence of the injured Lee Cattermole and has sent a rallying cry to curb Sunderland's recent habit of conceding in the first-half of Premier League games before finding form later on.
The North East outfit have let opposition sides take first-half leads in seven of their 12 league games since the start of October and O'Shea believes that if they continue to start games slowly, it could spell trouble for the Black Cats.
The Republic of Ireland international told Radio Newcastle: "We keep talking after games about finishing well but we have zero points from them.
"We can't keep saying that and have to make sure we do our jobs for 90 minutes. If we carry on what we're doing, the end of the season will come round very quickly.
"You will always face an uphill task if you give goals away like we did at Old Trafford. When we got ourselves together at half-time we gave it a right go, but we must make sure we do that for every game from the start.
"We know, as a team, we could be doing better and it's our aim to get away from where we are in the table as soon as possible.
"We need to get our consistency back and have stronger home form - that's what will hold the key, but there are some tough times ahead and we need to make sure we stick together. That's when the spirit and camaraderie in the camp will shine through."
Sunderland currently sit a point above the relegation zone, but face difficult games against Southampton, Manchester City and Tottenham before the end of the year.
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