The Black Cats captain says Tuesday night's home win over Manchester United in the semi-final first leg is a huge lift ahead of a crunch clash against Fulham on Saturday.
Sunderland will take a 2-1 advantage to Old Trafford for the second leg on Wednesday 22 January, but before that comes the league encounter at Craven Cottage and then the visit of Southampton to the Stadium of Light.
Back-to-back victories could potentially take Gus Poyet's side out of the drop zone and O'Shea knows an improvement is vital after the 1-0 home defeat by Aston Villa on New Year's Day.
"Whatever it is, we need to bring it into the league very quickly," O'Shea told Sky Sports.
"The players know we have plenty of quality, it's just making sure we use it at the right times.
"We seem to be doing it quite well against the best teams so we have to make sure we do that in the league as quickly as possible because we know we're good enough.
"But we've seen good teams get relegated before so we have to counter that quickly and get the points on board, but a win like today will give us a massive boost."
Left-back Marcos Alonso was making his debut against United, and O'Shea believes the 23-year-old loan signing from Fiorentina performed superbly.
"I've only known him for a few days but he's been very bubbly in the dressing room and you saw the quality he has tonight playing against Valencia, he did outstanding," added O'Shea.
"He probably had a few cramps in his legs but it's well deserved."
Alonso was euphoric after playing in his part in handing United their third successive defeat for the first time since 2001.
But, like O'Shea, the former Bolton man was quick to turn his attention to Saturday's game.
"I'm really happy because the team needed this win," said the Spaniard. "The last games they had really good performances but the score wasn't the one they wanted. We got it today and now we don't have time to think about it.
"We just have to focus on the game against Fulham on Saturday and keep going."