Swansea's 5-0 defeat at Tottenham and Sunderland's win over champions Leicester City means Bob Bradley's side are bottom of the league.
Sunderland are two points ahead of Swansea in the relegation zone and visit the Liberty Stadium on Saturday.
"It's one of the most important games of the season," said Amat.
"We have to learn from [the Spurs game] and be ready for next week because it's a final."
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Saturday's heavy defeat at White Hart Lane ended Swansea' two match unbeaten run which had seen them draw 1-1 at Everton and beat Crystal Palace 5-4.
After facing Sunderland, the Swans travel to West Brom and Middlesbrough and then have back-to-back home games against West Ham United and Bournemouth.
"I believe we've got a strong team and we need to be better," Amat added.
"In the last two games we were playing good - the idea was clear. We need to come back like the last two weeks.
"This month is so important for us."

It is the eighth edition of the event on the shores of Loch Ryan which raises funds for the inshore lifeboat unit.
Toploader follow in the footsteps of Dodgy, S-Club and Ben Haenow in performing at the Dumfries and Galloway festival.
A host of local acts will also take to the stage at Agnew Park this year on Saturday 19 August.
Swansea City defender Jordi Amat says their home game against Premier League relegation rivals Sunderland will be like a "final."
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Toploader have been announced as the headline act at this year's RNLI Parkfest in Stranraer.