Sunderland are currently in 18th place in the Premier League table, and they are locked in the thick of the fight for survival with both Newcastle United and Norwich City.
Newcastle are currently one point ahead of Sam Allarcyce’s men, while Norwich are just one point behind.
And Defoe said: “We all know what we need to do. A lot of the lads have been through this so many times. We’ve got lads who have done it at this stage, and other lads who have played in massive games right through their career.
“We’ve got that experience, let’s see if the other teams can handle things as well. It’s going to be interesting, and I’m sure it will go down to the last day.”
Sunderland had managed to make it out of the bottom three recently, but their failure to beat Stoke City last weekend proved costly.
The Black Cats have lost just two of their last 11 games, but Newcastle are in fine form too.
Newcastle have taken eight points from their last four games to leapfrog their North East rivals in the standings.
Sunderland and Norwich do still hold an advantage over Rafael Benitez’s men, though, as they both have games in hand.
Newcastle’s last two games come against Aston Villa and Tottenham Hotspur.
Sunderland have matches against Chelsea, Everton and Watford left to play.
Norwich face Manchester United, Watford and Everton in their final three fixtures.