Cisse is currently on a season-long loan from Marseille and the Frenchman has impressed during his time on Wearside.
There have been fears the Black Cats could lose out to one of their Premier League rivals for Cisse, but Sbragia is hopeful the former Liverpool man will stay at the Stadium of Light.
"I spoke to him a little bit in the [transfer] window and he seems to like it here," Sbragia told Sky Sports News.
Settled"His family is settled here and he has bought a little business, so without a doubt he is moving into the area.
"He wants to stay here.
"There was a little bit of a concern he might get called back, [by Marseille] but there was no call back and he was really concerned about that as he indicated he would rather stay here all year."
Sbragia has now called on Cisse to prove he deserves a permanent deal at the Wearside club.
"Now he has got to deliver, which he has been doing," added Sbragia.
"He has got another 14 games to show he can deal with the Premiership, which he has and is scoring goals that we have needed."