Defoe has already seen three managerial changes in his 10 months with the club.
"I haven't been here that long, and I've had three different managers. Some of the other lads have played under a lot of different managers," Defoe was quoted as saying by the British media.
"As players, you just have to get on with it, it doesn't matter who the manager is at the end of the day, the players are the ones on the pitch. The managers can only do so much," he added.
Sunderland have conceded more goals (19) than any other team in the league apart from Norwich City (20) and Newcastle United (19), and Defoe hinted they should focus on getting a clean sheet ahead of the visit of Newcastle on Sunday.
"Sometimes as players, you put yourselves in the manager's shoes, thinking about how he would approach a situation where we haven't won," Defoe said.
"We've conceded a lot of goals too, so how do you play it? First of all, you set the team up not to concede and then hopefully try to nick a goal and win the game.
"You want to be on the front foot, dictate and get off to a good start," the 33-year-old added.
(Reporting by Shravanth Vijayakumar in Bengaluru, editing by Pritha Sarkar)
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