Advocaat explained last week that he was determined to get his Sunderland side to stop crumbling after conceding, and Graham believes that they showed improvements in this respect at the weekend.
Sunderland managed to pick up a 2-1 win over Southampton and Graham believes that they showed their fighting spirit in the contest.
“It hurt badly after the (Crystal) Palace game, with all the criticism as well, but it’s funny how it can change quickly," he said.
"(Saturday’s) game was the opposite to the Villa and Palace games because we really rolled up our sleeves after we conceded. We got back on the front foot, and we are good enough to get out of this.”
Sunderland could easily have crumbled after conceding to Southampton, considering the away side's goal came so soon after the Black Cats had taken the lead, so their mental strength has to be praised.
It was also a crucial victory as Sunderland would have been cut adrift had they failed to beat Southampton.
At the moment Advocaat's side are still in the bottom three, but they are only one point away from safety and they will be hopeful of climbing out of the drop zone in the next few fixtures.