The Black Cats have now played six league fixtures this season, and while five draws suggests they are becoming increasing difficult to beat, they are yet to register a victory to get their campaign up and running.
Head coach Gus Poyet was frustrated, rather than concerned, after Saturday's 0-0 stalemate with Swansea at the Stadium of Light and is convinced that his master-plan for lasting success is in place and is starting to pay dividends.
That is a view which is shared by Jones, a free transfer signing from West Brom, as he makes his way on Wearside.
The full-back said: "That's the Premier League, there are fine margins between winning, drawing or losing and yes, we have been frustrated.
"We obviously want to get that first win and be not the team that is yet to have won in the Premier League.
"Yes, it's frustrating and we have been in every game and played some tough games, and we have shown that togetherness which some of the lads said maybe wasn't there as much last year.
"I have felt that since I came into the club, that togetherness from the backroom staff through to the players, and that's massive in the Premier League.
"If you have got 11 players playing there or thereabouts, you are going to win games
We have shown that and that's going to come."
Sunderland have conceded only six goals in as many league games to date, evidence that they are functioning as a defensive unit.
However, they have scored only five times during the same period, and that is becoming a worry for Poyet.
It is a failing which cost them dearly on Saturday as they recorded their second successive 0-0 Premier League draw on an afternoon when they created more than enough chances to end their wait for a win.
Swansea keeper Lukasz Fabianski had to save from Adam Johnson and Santiago Vergini before the break and Sebastian Larsson after it, but he should have been beaten at least once as time ran down with both Connor Wickham and substitute Steven Fletcher missing the targets from headers, the former unmarked from just six yards.
Jones said: "I feel we created the most clear-cut chances with the two headers from great crosses in the second half and on another day, we are talking about a great 1-0 win."
It proved to be a disappointing week for the Black Cats - they bowed out of the Capital One Cup in midweek at the hands of Stoke, who are back on Wearside in the league on Saturday.
However, for 27-year-old Jones, who was handed his first league start on the strength of his performance against the Potters, it has been a good few days.
He said: "As a player, you know whether you have played well or whether you have played badly, you don't even need anyone to tell you that at times.
"I knew I had done well in the cup and then for the gaffer to come out and say that, it was a massive confidence-boost going into the game.
"On a personal note, I had some issues last year with my hamstrings, so to get through two games in a week this week, I feel like I have turned a corner and just personally, will become stronger for that."
Swansea boss Garry Monk, meanwhile, was far happier with a point than the Sunderland contingent having seen his team muster just one shot on target all afternoon.
He said: "We have played very well this season so far, but we know as well as a club and as players and as a manager that you can play your best every single game, so we showed the other side, which is doing the basics well and defending very well.
"We pretty much got that point out of justice for last week at Southampton, when we played so well and didn't get our deserved rewards, so we made sure we got them today."
Source : PA
Source: PA