Saints are in fifth spot and are pushing for a top four berth before the start of the Super 8s.
They remain six points behind Catalans but with Wakefield and Castleford nipping at their heels.
“We’re going to have to work hard,” Cunningham said.
“Every game is going to be like a grand final for us now. We’re desperate for two points every single week.
“There’s nobody else to blame but ourselves for being in this situation so the best way out of it is working hard.”
St Helens travel to Belle Vue on Sunday to take on Wakefeld.
Trinity are coming off an impressive Challenge Cup quarter-final win over Huddersfield.
“They did very good,” Cunningham said.
“Against Huddersfield at Huddersfield, it was a tough draw to go to. All credit to Chezzy and his boys.
“The new signing Fifita looked like he’d found his feet pretty quick. They’ve got some good players across the park.”