O'Neill's arrival has seen Sunderland produce a revival under the new manager.
Mignolet told Absolute Radio: "I think when he came in, he gave everybody the chance again to prove themselves and he gave everybody a fresh start, and I think that's the big difference now. We won a lot of games and the confidence is there with all the lads, so hopefully we can keep that going and keep on the way we are at the moment.
"I came back in the team after only four or five training sessions, and he told me don't worry, you've got the abilities to do it and I'll always stand behind you,' adding ,'he gave me the confidence, that if I was going to make a mistake he was still going to stand behind me, and that's very important as a goalie."
Listen to Chelsea v Sunderland this Saturday 14th January on Rock 'N' Roll Football, only on Absolute Radio extra - on DAB Digital Radio, 1215AM and online from 1.30pm, and for the full interview with Simon Mignolet.
For more information, go to absoluteradio.co.uk/football