Defoe said it was important to always look ahead, even when things were going well.
"I'm a person that even when you are scoring goals, you always look forward to the next game because you want to keep it going. That's the good thing about football, it's always the next game," the 34-year-old told British media.
"Even when you are playing well, the next game comes around so quickly and you can just look forward to it. That's the mentality we have got to have, just 'Okay, forget about today, the next game', and I'm sure the manager is thinking the same."
Serial strugglers Sunderland, who finished fourth from bottom last season, just two points clear of the bottom-three, have flirted with relegation for the past four seasons.
There has also been a degree of uncertainty at the top, with David Moyes becoming the club's fourth full-time managerial appointment since the sacking Paolo Di Canio in September 2013.
"There's a lot of football to be played, there's a long way to go. You have got to be strong, you have got to stick together, be strong and turn it around," Defoe added.
Sunderland travel to face 10th-placed Bournemouth in the league on Saturday.
(Reporting by Shravanth Vijayakumar in Bengaluru; Editing by Peter Rutherford)
