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."
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