After taking an early lead through a David Vaughan own goal Latics had to try and battle back from 3-1 down when a Craig Gardner penalty and Steven Fletcher brace had Sunderland ahead at the break.
Angelo Henriquez did his best to bring Latics level on his Premier League debut with a header on 79 minutes but Latics despite dominating the second half and throwing everything at the visitor's goal couldn't get themselves a point.
Roberto Martinez made two changes from Latics' last Premier League game against Fulham as he brought in Ronnie Stam for the injured Ivan Ramis and Jordi GOmez for David Jones.
Latics made the perfect start to the afternoon inside five minutes when a clever defence splitting ball from Gomez top Jean Beausejour down the left gave the Chilean time to pick out the perfect cross.
Beausejour found Stam lurking at the back of the box and his ambitious right footed shot took two deflections on its way in as James McArthur chested the ball into the path of Vaughan who poked the ball into his own net.
Ten minutes later Sunderland's early pressure with chances from set pieces by Steven Fletcher paid off as they drew level.
A combination of Sebastian Larsson's right foot and James McCarthy's arm gave the visitors a penalty when the ball struck the Irish international giving referee Anthony Taylor no choice other than to point to the spot.
Craig Gardner stepped up to convert the penalty as the ball nestled into the bottom corner with Ali Al Habsi diving the wrong way.
Sunderland's pressure on Latics when out of possession was causing real problems and on 21 minutes it paid off again when Adam Johnson's cross from the left found Fletcher's head and forced Al Habsi into a close range save, only for the ball to fall straight back for Fletcher to volley home.
Latics were put on the back foot by Sunderland's 'in your face' style and the rhythm hadn't returned before half time.
Steven Fletcher took advantage of that with three minutes to go before the break when he brought down a high ball in the box, played a one-two with Craig Gardner and then smashed home a shot from 15 yards out with his left foot.
Latics need a change and quickly and so it came at half time when Roger Espinoza was handed his Premier League debut replacing Ronnie Stam.
His impact was immediately noticed as Latics became the side to push and pressure high up the pitch.
The second half was set up to be attack against defence and it proved to be the case, with Latics coming close time and time again.
Four minutes into the second half Shaun Maloney almost pulled one back when he dribbled across the edge of the area, dodged an oncoming tackle and hit the ball back across goal with his left foot to force Simon Mignolet into a world class save low to his left.
Maloney came close on a number of occasions but, the closest to a second goal was Jordi Gomez on 68 minutes when his curling free kick had Mignolet beaten but clipped off the cross bar and out.
With 20 minutes remaining Roberto Martinez introduced Angelo Henriquez for Emmerson Boyce and it took just 10 minutes for the debutant on loan from Manchester United to prove his worth.
Latics were again toying with Sunderland as the visitors camped inside their own box and it was Maloney who found a gap in the rearguard as he clipped the ball across to the back post for the poacher Henriquez to bring it back to 3-2.
No matter how hard Latics tried in the remaining 10 minutes and five minutes of added time they just couldn't find that crucial equaliser.
Another substitute Mauro Boselli was the target for two crosses at the back post but he couldn't get the right contact with his head.
Sunderland broke from Latics' last attack and Steven Fletcher was left to hold the ball up in the corner and see the game out.