The Northern Irishman won his first game in charge, with the Black Cats claiming a 2-1 victory over Blackburn at the weekend; the three points lifted the Wearside club out of the relegation places.
Vaughan scored one of the goals in the win, and stated that O’Neill’s impact is already being felt.
“It felt different out there,” the midfielder told The Guardian.
“The new manager has come in and given us back some belief. He wants us to go out there and express ourselves a bit and try to enjoy playing football. That helped us.
“The last week with the new manager has been good. Training has been good. We have been having shorter, sharper sessions. We have had more tempo in the sessions and it has just been aimed at trying to get everyone enjoying their football again.
“He’s been very supportive and has been telling us what he wants from us. He believes in the players he has got here and that gives us self-belief and confidence.
“First impressions have been good. He seems to be fair with everyone. He has been approachable and seems to be someone who you want to play for.
“Sometimes it can be difficult when a new manager comes in because you are not sure which players he wants to have in his team or what his ideas will be. But he has come in and put his marker down on the team and it’s up to the players now,” he concluded.
Sunderland face Spurs at White Hart Lane in a difficult fixture next weekend.
By Gareth McKnight