The Irishman captained the Black Cats to a 3-1 win at Fulham on Tuesday in a Fourth Round Replay to set up a trip to the League One side in the next round.
But with Bradford having showed their giantkilling qualities to come from two down to defeat Chelsea 4-2 at Stamford Bridge last week, O’Shea knows he and his team-mates will be in for a tough test at Valley Parade.
Fulham 1-3 Sunderland
The FA Cup
Fourth Round Proper replay
Tuesday 3 February
Craven Cottage
"We know that we are not going there for an easy game – it’s as simple as that," he told TheFA.com.
"And if you go 2-0 up, we’ll be fully aware that it’s not over if they can comeback at Stamford Bridge.
"But it’s one to look forward too. It’ll be a great occasion, but hopefully we can come out on top.
"The FA Cup has shown you this year what it’s all about, it’s got its romance back, so we know it will be a difficult."
Argentine Ricardo Alvarez put his injury woes behind him to unleash a thumping strike to give the north-east side the lead at Craven Cottage, having trailed 1-0 at the break.
Ricardo Alvarez celebrates his goal against Fulham
And with the skilful attacker in their ranks, O’Shea is hoping to see him produce more magic for Gus Poyet’s side.
"He’s an Argentinian international on-loan from Inter Milan – he’s got to have something doesn’t he?" he said.
"He’s had a knee injury, but hopefully now he has overcome that and will go from strength to strength.
"I’ve seen a lot of that in training, but not in games as he hasn’t had much game time, but he’s given the manager a tough decision now and that’s what we want."
Having helped the Wearside outfit reach Wembley last season in the League Cup final before tasting defeat against Manchester City, the former Manchester United man is now hoping for another special day at the National Stadium this year – but he’s not getting carried away.
"We got to the League Cup final last year and that was very special. Unfortunately we couldn’t sustain it after taking the lead," he recalled.
"We are a long way from The Final in this competition, and we’ll have to deal with Bradford first."
