Wickham double saves Black Cats.
Sunderland came from 2-0 down to win in the Capital One Cup second round.
After conceding through Patrick Bantom and Izale McLeod, Sunderland scored four goals in the last fifteen minutes through Jozy Altidore, a Connor Wickham brace and Adam Johnson.
Paolo Di Canio brought in Vito Mannone, Valentin Roberge, Cabral, David Vaughan, David Moberg Karlsson and Ji and took out Westwood, Diakite, Gardner, Giaccherini, Sessegnon and Larsson.
League 1 MK Dons started the game well and pressed Sunderland high up the pitch when the Lads had the ball and kept the ball well themselves when they regained possession. Backed by 150 fans, the Dons took the lead on seven minutes.
Ji gave the ball away to Dele Alli who look surprised at the room he was given before he played the ball into Patrick Bantom on the right wing. Bantom cut inside and from 25 yards, hit a fierce left foot shot and swung into the bottom corner, past Mannone who didn’t move as the Lads went 1-0 down.
Sunderland failed to get going after this goal and could have gone 2-0 down if Izale McLeod had been more ruthless.
Apart from Altidore’s well struck free kick, which was saved by McLoughlin, Sunderland barely had a chance to score until just before half time.
A long ball from Johnson on the right found Altidore on the left corner of the box. Cutting inside, the American curled his shot past the helpless McLoughlin, only to see the ball strike off the post. The ball bounced back into the path of Karlsson in the box who couldn't force the ball home.
Shortly after half time, Ji was subbed off and Wickham was brought on. However, things were about to get harder for Paolo Di Canio’s men though as Cabral gave the ball away to Carruthers on half-way.
The loanee, with two Sunderland men in front of him, slid McLeod through and the ex-Portsmouth man sped through on goal and coolly chipped the ball over the onrushing Mannone and sent MK Dons 2-0 up at the Stadium of Light.
Sunderland almost got a goal back twice only a minute after the goal. Ondrej Celustka’s overlapping cross met Karlsson’s boot only for the Swede’s shot to be saved by the MK Dons keeper. Colback then put the ball in from the other side of the box Wickham fired over when he slid in from five yards.
Ben Reeves was then caught on the ball but Johnson's right wing shot was saved by the keeper as Sunderland looked desperately for the a breakthrough as the second ticked away on the big screen.
The Lads did get that break through just before the 80th minute when a neat one-two between the strike partners saw Wickham play Altidore through. After a touch, the big American side-footed the ball into the corner across the goalkeeper into the net to give Sunderland hope.
With only five minutes left, Sunderland managed to get the equalising goal. Johnson played the ball to Celustka on the right who, on the by-line, pulled the ball back to Wickham in a crowded box. The England U21 international slammed the ball into the bottom corner. Sunderland now wanted a winning goal.
One minute from time, Wickham sent the 18,500 Sunderland fans crazy when a quick free kick was taken. Wickham, 25 yards out, hit a shot that took a deflection which carried the ball past the wrong footed McLoughlin and into the bottom corner.
Sunderland were not finished and managed to put another attack together on the counter with Johnson on the right. On the half way line, he sprinted the fifty yards to the by-line and, seeing that there was no support, threaded the ball through the eye of the needle when his right foot shot crashed into the far corner.
Sunderland team: Vito Mannone, Ondrej Celustka, Jack Colback, John O’Shea ©, Valentin Roberge, Cabral (Seb Larsson), David Vaughan, David Moberg Karlsson (Charis Mavrias), Adam Johnson, Jozy Altidore and Ji (Connor Wickham)
Subs not used: Keiren Westwood, Steven Fletcher, Elhadji Ba and Carlos Cuellar.
MK Dons: Ian McLoughlin, Dele Alli, Patrick Bamford (Jon Otsemobor), Alan Smith, Izale McLeod (Luke Chadwick), Samir Carruthers (Jason Banton), Stephen Gleeson, Ben Reeves, George Baldock, Anthony Kay and Shaun Williams.
Subs not used: Giorgio Rasulo, Brendan Galloway, Lee Hodson and Charlie Burns.