The Black Cats followed up their 3-0 derby win at Newcastle with a 1-0 victory at home to Everton on Saturday that helped ease relegation fears.
Benin international Sessegnon scored the opening goal at St James' Park and the winner against Everton to earn praise from new manager Paolo Di Canio.
But Sessegnon is stressing the importance of a unified approach in their improvement ahead of the performance of individuals.
"He hasn't said anything particularly special to me. Above all, his message has been about working as a team," Sessegnon said of Di Canio.
"That's what we have done in training and tried to do in the games, and you can see the results.
"The defence was very solid against Everton and that has been the main thing the new manager has done differently. It's all about working together and functioning together."
Sunderland are now 14th in the Premier League table following their back-to-back victories, six points above the relegation zone, to leave Sessegnon confident they will remain in the top-flight.
"We have managed to get three points for two weeks in a row, so we are all very satisfied," he added.
"It was important to keep it going because our place in the table was still not the healthiest. We are in a position where every point we can take is good.
"The win at Newcastle was important both for the three points and the confidence it gave us.
"If we keep playing this way in the final matches, then we will finish the season well."
Sunderland's next game is a trip to Aston Villa on Monday 29 April.