The England U21 international was recently allowed to link up with Sheffield Wednesday on a short-term loan, as he expressed a desire to get important minutes under his belt.
He feels opportunities have been denied him at the Stadium of Light, with Sunderland having struggled for goals at times this season.
O'Neill is, however, yet to be convinced that Wickham is the right man for the job and is expected to name him on the bench for Saturday's Premier League clash with Manchester United.
The Black Cats boss said: "Connor didn't start the last game for Sheffield Wednesday, who are fighting against relegation in the Championship.
"I'm not sure that any player at this club could ever say they have not had a proper chance.
"What you have to do is produce. Talk to any player in the dressing room, they wouldn't say they have not had a chance. They have to go and do it.
"There's not any player here who can say that have not had a chance. That old cliché about stepping up to the plate has never been more relevant.
"I saw him (Wickham) playing for Wednesday twice - he did much better in the second game, at Watford. The games will have helped him out on loan and I hope he is raring to go and he has got a bit of confidence from those."