Advocaat replaced Poyet last month and he has started to put his stamp on the side's play, with Wickham saying that the Dutchman encourages them to play with a more attacking style than his predecessor.
Wickham says that although there have not been too many differences formation wise, Advocaat is happy to allow the players more freedom on the pitch than Poyet ever was.
“The way we set up under Gus [Poyet] was pretty similar to how we set up now with three up front,” Wickham said. "But now the focus is on attacking play.
“This manager wants us to play it forwards more and more, and actually win the game. It’s not about playing direct, but being ruthless with opportunities and ruthless going forwards. He said if we can win playing good football, then that’s great."
The main deficiency in Poyet's Sunderland team was their inability in front of goal, so it is encouraging to hear that Advocaat is working so hard to improve the team in this respect.
The Black Cats have scored just 25 times throughout the campaign and unless this total improves significantly they will be in big trouble at the end of the season.
Sunderland's strikers have all struggled to get on the scoresheet this term, with Adam Johnson and Wickham joint top-scorers for the club, having netted five times.
Under Advocaat things have improved in an attacking sense, but Sunderland are still far from expansive with their play.
The Wearsiders have shown signs of promise under Advocaat so far, but a 4-1 defeat to Crystal Palace has seen concerns rise once again.
Sunderland are currently only one point above the drop zone and will need to show the improvements they have made on the training ground over the past week when they face Stoke City on Saturday.