After watching Harlequins' eighth straight victory this season, O'Shea said: "We've set a challenge to some of the young guys in the last couple of weeks to keep the momentum going.
"Not in terms of winning but about putting on to the pitch what Harlequins are like as a team.
"There were times when we went away from that as you would expect young sides to do, but the fact that we kept our composure and kept on playing was great."
O'Shea was loathe to pick out any individuals but he reserved special praise for number eight Joe Trayfoot, adding: "Joe's performance was magnificent and it was very nice to keep the momentum going.
"Exeter at home in the Aviva Premiership is a massively difficult game but selection is going to be interesting."
Sale executive director of sport Steve Diamond admitted his side were second best.
He must now raise his troops ahead of a crucial home clash with Leicester next Friday.
The result marked Sale's first home defeat of the season but Diamond was honest enough to admit: "The best side won on the night and our skill levels were below par.
"There are no excuses and our defence was woeful in certain areas. We've got a lot to work on and need to look at ourselves individually and collectively.
"We will back in for recovery tomorrow and then building for Leicester next week."
Gilbert has released a new line of rugby cleats. The Gilbert Virtuo 8S is part of the exciting new product. Check it out.
The Barbarians are one of the top invitational rugby sides with a long history and classic rugby jersey.
The Nike Tiempo is a solid rugby cleat and one of few styles still made from full-grain natural leather.
The Lions get ready for their matches with this green training jersey. It's what the players wear. Get in the Gear!
A cool looking all black rugby cleat with the high performance adidas is known for. Get in the Gear!
Wear the crest of the British and Irish Lions on your t-shirt. A great look for the summer.
The Lions are ready to get their Australia tour underway. They arrive in Perth on Monday.
The New Zealand All Blacks training jersey for 2013/14. Get in the Gear!
The USA Rugby Pro Alternate rugby jersey is perfect for any fan of the Eagles. Get yours to wear during the summer Test matches.
The NEW All Blacks 2013/14 jersey has arrived at World Rugby Shop. Dare to wear the colors of the All Blacks.