Goals have been at a premium - they have scored just once - but O'Shea is confident they could have found a solution with deadline-day loan signing Nicklas Bendtner having scored a double in Denmark's 2-0 win over Norway on Tuesday night.
O'Shea said: "Even before Nicklas came, in the games we played, we had created many chances. The worrying point would be maybe if we weren't creating chances and were finding it difficult to create them.
"If we keep creating those chances, it will definitely turn and fingers crossed, it does against Chelsea.
"But Nicklas is a player with a lot of ability and you saw with his two international goals during the week that if we can just get him playing week in, week out and get his confidence up, he will be a fantastic asset to Sunderland."