The Black Cats headed to the United States last week as they had already been knocked out of the FA Cup.
Three defeats in their last five games have piled the pressure on Moyes but he still took his players away on a mid-season trip.
Sunderland's squad has enjoyed a four-day trip to the States and Defoe insists the mood in the camp is upbeat.
He shared a photo of himself and goalkeeper Vito Mannone, and fired a warning to next week's opponent's Everton.
Defoe said: "Last day in #NYC hanging out with my boy @vito_mannone1. Team spirit unreal from back to front. One week until #VitoSaves and #JDScores..."
Sunderland will head to Goodison Park bottom of the Premier League table but Moyes will be hoping to disappoint his former club.