The lead was short lived however as Sunderland striker Kevin Kyle levelled for the visitors almost straight from the restart.
The Scotland international striker, who bagged five goals for the Black Cats Reserves against Aston Villa last week, scored his second of the night minutes before the break to give Sunderland a 2-1 half-time lead.
Former Wanderers striker Michael Bridges gave the visitors a two goal cushion four minutes into the second half with a deft lob before Henrik Pedersen reduced the arrears ten minutes later.
Kyle completed his hat-trick 13 minutes from time to give Sunderland a 4-2 win.
Two minutes from the end Ivan Campo was dismissed for a reckless challenge on Black Cats midfielder Grant Leadbitter.
Wanderers: Poole, Barness, Cesar, Jaidi, Kribib, Campo, O'Brien, Fadiga, Kaku, Diouf, Pedersen Subs: Talbot, Whitehead, Powell, Howarth, Sinclair.
Sunderland: Ingham, Lynch, D. Collins, N. Collins, Smith, Piper, Leadbitter, Whitley, Welsh, Bridges, Kyle. Subs: Alnwick, Wanless, Dennehy, Kingsberry.