Gordon, who joined the Black Cats from Hearts for £9million in 2007, has made just nine Premier League starts this term after struggling with injury.
Hungarian shot-stopper Marton Fulop has deputised for his Scottish counterpart, and Sbragia has warned Gordon that he is no longer guaranteed a starting berth.
"He came to see me because he's a bit worried about what is happening in general," said Sbragia.
"I spoke to him on Friday and told him he will play against Blackburn (in the FA Cup on Wednesday), it gives him that match experience as well.
"Marton has done extremely well and is keeping the others out and long may it continue.
"Craig knows he has a fight on his hands now. Before he probably thought he would walk in automatically, but we need competition in every area on the field.
"That has come out of the blue, with Marton coming in and doing so well."