After a goalless first half, The Dons went ahead three minutes after the interval when Mo Eisa was sent through on goal and beat Anthony Patterson with a low finish.
Ross Stewart headed Sunderland level just before the hour mark, yet former Cats striker Connor Wickham came off the bench to score the winner.
The result means Sunderland have won just one of their last nine games and slipped out of the play-off places.
Our chief SAFC writer Phil Smith has delivered his verdict on how each Black Cats player fared at the Stadium of Light:
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1. Anthony Patterson - 6
Justified his selection with a few very good saves in the first half. Not a lot he could do about either goal, left exposed by the side in front of him. 6 Photo: JPI Media
2. Carl Winchester - 5
Defended well enough but not able to make much of an impact breaking forward from the right-back position. 5 Photo: JPI Media
3. Bailey Wright - 5
Sunderland’s back four struggled to deal with MK Dons when they played forward and early, on another poor afternoon. Getting the right balance is proving an issue, for the current manager and his predecessor. 5 Photo: JPI Media
4. Callum Doyle - 5
Showed what he could on the ball in a strong spell just after Sunderland’s equaliser, but the hosts were too vulnerable to the counter and the ball over the top throughout. 5 Photo: Frank Reid