The Northern Irish tactician has come under fire for the Black Cats' poor beginning to the campaign with some reports suggesting he is on his last legs at the Stadium of Light.
But Cuellar insists that the players and other staff have not bought into the speculation that has come with a mediocre run which was halted courtesy of a 3-0 win over Reading on Tuesday night.
"To be honest, the talk of the manager had no influence on the dressing room," he told the Sunderland Echo.
"All the time, from the manager through to the chairman, they've showed their confidence in the team.
"No-one's really said anything about it.
"We knew even when we went into the relegation zone that the league is like that at the moment. We knew that if we won one game, we'd be out of it.
"But then, on the other hand, if you lose a game, you might fall back into it. I think it's going to be like that for a few weeks.
"We don't need to get upset about where we are in the table. We just have to make sure we keep our confidence and keep getting points."