Sbragia has taken on his first managerial position as Sunderland after previously being one of the country's most influential coaches after spells with Manchester United and Bolton before moving to the Stadium of Light.
Sunderland are currently sitting just four points above the relegation zone, but Sbragia insists there is no extra pressure in the dugout.
"I think it is the same situation as a coach, if I didn't do well I would be out the door as well. So it is no different I try and take the stress off the players, try and be relaxed and focused, but the stress is no different from any job you do," he told Sky Sports News.
Sbragia also feels that the points tally needed for safety will be close to 40 points.
"I think it will be touching 40 points, that is how I feel - but 37 may do it - I hope it does, but I have a feeling it is more than that and we are targeting 40," he continued.
"Things remain tight in the league and we need to win our home games, it's a big fortnight for us.
"We took a point from games at Arsenal and Liverpool and you would take that all the time, now we need to kick on."
Goalkeeping optionsMeanwhile, Sbragia insists the competition between his goalkeepers is healthy for the club.
Record signing Craig Gordon was number one last season, but an early season injury has allowed Marton Fulop to stake his claim for the number one jersey.
The Hungarian has grasped the opportunity with both hands and has performed well - although he did receive some criticism for gifting a goal to Liverpool in midweek as Sunderland lost 2-0 at Anfield.
But despite Gordon now being full fit, Sbragia insists he will not be dropping Fulop on the back of one mistake.
"I think he has done super for us and made some great saves and I think he is allowed to make one mistake over 13/14 games but I just hope it doesn't effect him," he said.
"He understands why he did it, he knows that but now he has to forget about it.
"I think it is healthy for the club, healthy for the players, Craig has done well and he has put pressure on Marton and he has to produce the goods. He made one little mistake on Tuesday, but it would be very hard on him if I dropped him on Saturday."