Ospreys hit back in the second half as Ben John, Dafydd Howells and James King all got on the scoresheet, but the damage had already been done in the opening 40 minutes.
The win put Leinster third in the table, ahead of Saturday's fixtures, just one point behind their Welsh opponents, but head coach Cullen still wants to see more from his side.
"There's lots that we can work on to be better," he said. "We've still some injured guys to come back over the next couple of weeks so it'll be nice when we get a full deck back available again.
"I was pleased with the intensity the lads brought. I thought they took their opportunities well in the first half.
"There was the bulk of the Welsh team out there. We're pleased because we know just how dangerous a team the Ospreys are.
"They are a quality team so we knew they'd come back. I thought they turned us well in the second half, played quite smart and we probably, lost a little bit of shape.
"But it's early season form, with guys coming back into the mix you're always going to get a little bit of that."
Guinness PRO12 Leinster News
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