Sheffield Wednesday match report: Sunderland 0 Owls 2
But boss Jos Luhukay will be hoping the Owls can use their 2-0 victory over Sunderland in the competition as a springboard for bigger and better things over the coming weeks.
Goals either side of half-time from Marco Matias and Adam Reach sealed the Owls' first win of the 2018/19 campaign.
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Hide AdVictory at the Stadium of Light set up a second round tie with Premier League newcomers Wolverhampton Wanderers at Hillsborough the week beginning August 27.
Tom Lees was solid at the back for Wednesday while Barry Bannan pulled the strings in midfield, creating Reach's strike with a delightful cross.
Reach's energy and driving runs from deep were a feature, especially in the second half, and he deserved to get on the scoresheet.
It could have been a different story had Sunderland taken their chances in an opening 45 minutes where the Owls rode their luck.
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Hide AdBut Wednesday dug deep after shaky start to end Sunderland's unbeaten start and clinch an eighth victory in their last 11 League Cup ties against teams from a lower division.
There was a mix of youth and experience in Wednesday's starting eleven as Luhukay made seven changes to his starting eleven.
With one eye on Sunday's tough-looking trip to Brentford, Luhukay shuffled his pack, resting a number of his key players. Sam Hutchinson, Daniel Pudil and Fernando Forestieri were all given the night off.
Teen starlet Alex Hunt, who has regularly trained with Luhukay's first-team squad in recent months, made his Owls debut. The midfielder, a lifelong Wednesday fan, joined the club's academy at the age of seven.
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Hide AdGiant centre-half Frederik Nielsen was given his first taste of action this season and there were also starts for Joe Wildsmith, Liam Palmer, Joost van Aken, George Boyd and Marco Matias.
Steven Fletcher, who once cost Sunderland £12m, spearheaded Wednesday's attack.
As for the hosts, ex-Owls captain Glenn Loovens was not included in their matchday squad but Chris Maguire led the line.
The Black Cats enjoyed the better of the early skirmishes as Maguire tried his luck from 45 yards but his ambitious effort drifted well wide.
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Hide AdMoments later, van Aken produced a vital clearance to prevent Sunderland captain George Honeyman from breaking clear on goal.
There was no rhythm or cohesion to Wednesday's play, with the hosts hunting in packs and forcing them into mistakes.
Maguire was a good outlet for Sunderland up front. His clever movement and neat hold up play caused the Owls' much-changed defence problems.
He released Luke O'Nien down the right flank and he fizzed in a dangerous delivery across the face of goal which evaded Elliot Embleton in the centre.
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Hide AdThe same two players combined again in the 18th minute only for Embleton to drag a right foot shot wide when well-placed.
Wednesday almost caught the Black Cats napping at the other end. Fletcher made a nuisance of himself in the air, nodding the ball down into the path of Matias, who drilled a 20-yard straight at McLaughlin.
But against the run of play, the Owls broke the deadlock just before the half hour mark. Fletcher flicked on Wildsmith's long clearance and Alim Ozturk made a hash of clearing his lines, allowing Matias to nip in and prod the ball out of McLaughlin's reach.
For all their possession and eye-catching build-up play, Sunderland lacked a cutting edge in front of goal.
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Hide AdHoneyman summed up their frustration, picking up a booking after a crude late challenge on Matias.
Yet Wednesday never looked totally convincing at the back and Luhukay's survived another scare on the stroke of half-time.
Embleton showed great awareness to pull the ball back for the lively O'Nien but his strike was superbly blocked by a vital last-ditch tackle from van Aken.
Luhukay freshened up his midfield at the interval, taking off Hunt, who struggled to impose his will on the contest, and throwing on Connor Kirby.
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Hide AdSunderland threatened an equaliser, coming close through Honeyman. The attacking midfielder's fierce volley from outside the penalty area was diverted over the bar by Nielsen.
But the Owls immediately responded and Matias almost grabbed a second. Ozturk failed to deal effectively with a cross from the left wing and the Portuguese forward hit a shot into the ground which was headed off the line by Jack Baldwin.
Reach impressed in the advanced midfield role and he raced on to a long ball only to be denied by the agility of McLaughlin.
There was more confidence and creativity about Wednesday going forwards in the second period. Fletcher headed straight at McLaughlin from close range as they kept pushing for another goal.
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Hide AdHoneyman blazed over for the hosts before Reach, the Owls' standout performer, glanced in Bannan's inviting cross.
His header ensured Wednesday secured consecutive away wins at Sunderland for the first time since 1914.
Sunderland: McLaughlin; James (Molyneux 80), Ozturk, Baldwin, Hume; Cattermole (Maja 66), O'Nien; Power, Honeyman, Embleton (Gooch 61); Maguire. Substitutes: Ruiter, Mumba, Taylor, Robson.Owls: Wildsmith; Nielsen, Lees, van Aken (Penney 63); Palmer, Bannan (J Lee 86), Hunt (Kirby HT), Boyd; Matias, Reach, Fletcher. Substitutes: Dawson, Jones, Nuhiu, O'Grady.Attendance: 13,890 (1,897)Referee: Ben Toner (Lancashire)