The Black Cats have failed to win any of their first seven Premier League matches and prop up the table as things stand.
Their poor run of form has annoyed Rodwell, and the England international has been keen to stress how important it is to the team that they pick up a result against West Ham United this weekend.
“It is a very important game because we’re still searching for a first win,” Rodwell said. “It has come a little too late for our liking and after the first and second games you think it is going to click; there have been glimpses but we need to do it for a full game and hopefully we can do it this weekend.
“It has been a very frustrating start with just two points but there is confidence there because we train with each other every day and we know what we can do – I know what we can do and I think we have a better squad than last season.”
Rodwell has been an example of Sunderland's poor recruitment policy in recent times, which has seen them bring a number of players to the club, only for them to disappoint.
There were great hopes for the 24-year-old at the Stadium of Light, but so far he has failed to live up to expectations and largely been poor in a Sunderland shirt.
It has been a similar story for many of the Black Cats' signings over recent years, and that is one of the reasons why they are struggling so badly.
Another factor behind their poor start has been the disjointed nature of their performances. Sunderland have looked short on ideas in matches, and have conceded more goals than any other team in England's top-flight so far this term.