His wife is in Sunderland but their five young children remain in Paris and will not move to the North East until January.
Sessegnon, who is lined up to play at Manchester United for the first time on Saturday, told the Daily Mail: "It was important for me to concentrate on my football at Sunderland. It hasn't been easy but we have Skype, I go to Paris when I can and they come over for the holidays. They will be here soon. We are missing them.
"I would be happier if we were getting the results but they will come. The main thing is to do better than last season.
"This is a really good team but we are lacking some luck. It will be tough to get into Europe with so many big clubs but that is the dream. We may not win the Premier League but I would like that."