Rovers are still to claim their first points of the season after a Kenwyne Jones double condemned them to defeat.
But it was the same old story for Sam Allardyce's side as like the match against Manchester City seven days earlier, they dominated for long periods but couldn't make it count when it mattered.
Chris Samba had one cleared off the line, whilst Jason Roberts had a goal chalked off before Gael Givet deservedly put Rovers in front on 21 minutes.
But Jones captialised on a Chris Samba error to put the home side on level terms with their only chance of the first half.
However those first half missed chances came home to roost when Jones rose at the back post to head Sunderland in front on 54 minutes.
A minute later Rovers had the ball in the back of the net thanks to Steven Nzonzi, but Jason Roberts was deemed to be in an offside position.
Benni McCarthy struck the bar as Rovers pressed for a later equaliser, but once again it wasn't to be their day.
Sam Allardyce made two changes from the opening day of the season with Ryan Nelsen returning from injury to captain the side, whilst Franco Di Santo got the nod to partner Jason Roberts up front, his first start for the blue and whites.
It was the visitors who were on the attack from the off. As early as the fourth minute they threatened the Sunderland goal. A Pedersen cross into the area saw Chris Samba power the ball goalwards but it was cleared off the line, Ryan Nelsen latched onto the rebound but it deflected wide.
From that resulting corner kick Rovers had a goal chalked off. Diouf's ball into the area struck the far post and Roberts put the ball into the net, but referee Alan Wiley ruled that Samba had fouled goalkeeper Martin Fulop as the ball flashed across the area.
But Rovers were dealt a blow on 11 when a backpass to Fulop almost played in Franco Di Santo. The Argentine almost got to the ball first but as the Sunderland goalkeeper cleared, Di Santo went down with an injury and was unable to continue.
That meant as one first start for a new Rover ended, another began as Nikola Kalinić came on to replace.
Roundly booed on his return to the Stadium of Light, El Hadji Diouf almost grabbed the opener for Rovers, but his effort from the edge of the area was pushed behind by Fulop.
And so began a period of corner kicks that would ultimately end in Rovers taking the lead.
Morten Gamst Pedersen's first corner kick was headed behind by Kenwyne Jones. His second was headed behind by Danny Collins.
The third however produced the desired result, Pedersen again swung the ball in from the right, it was cleared as far as the edge of the area where the unlikely figure of Gaël Givet ran onto the ball and drilled it hard and low through the crowded area and into the back of the net. A well deserved goal for all concerned.
Rovers continue to trouble Sunderland with balls into the box from corners and free-kicks but they just couldn't get the second goal their play deserved and that proved to be costly when on 32 minutes a quick throw saw Steed Malbranque lift the ball forward for Jones to chase, Samba missed his connection with the ball sending the Trinidadian through on goal, he clipped the ball over the advancing Robinson and stroked it into the empty net.
Sam Allardyce's side had chances to regain the lead before the break, after fine control and a turn Kalinić sliced a left-footed effort wide, whilst from a similar position that Givet had scored, Morten Gamst Pedersen fired over the bar right on the stroke of half-time.
Rovers were then dealt another injury blow as the teams returned for the start of the second half with the news that Ryan Nelsen was unable to continue. Martin Olsson came on to replace the Kiwi, Swede Olsson at left-back, goalscorer Givet back into the centre half position.
But it was the home side who came out with more purpose in the early exchanges. Darren Bent had twice served notice with two efforts that flashed across goal, but on 54 minutes that man Jones struck again.
It was Lee Cattermole who left his usual holding midfield position to charge down the left flank, he sent over a ball that found Jones criminally unmarked and the Sunderland striker made no mistake in heading past Robinson.
Rovers however had the ball in the back of the net, but once again it was ruled out in controversial circumstances.
It was a Morten Gamst Pedersen free-kick that caused all the problems, his deep ball into the area saw Fulop punch poorly, Steven Nzonzi put that 6'4" frame to good use by leaping high to win the ball to send it looping back over the goalkeeper and into the back of the net.
However Jason Roberts was stood on the goal line, and although he allowed the ball to cross the line without touching it, it was decided that the Rovers striker was active, and offside.
Benni McCarthy was thrown on to rescue something for Rovers with 20 minutes to go and he very nearly delivered.
Again it was a Pedersen ball into the box that caused problems, Samba leaping well to head across goal where Benni McCarthy headed goalwards, but whilst his header beat Fulop he was disappointed to see the ball crash down off the cross bar with Sunderland able to scramble the ball away.
Rovers pressed for a late leveler their play would have deserved, but for once Sunderland dealt with the ball into the box from Pedersen.
With the last throes of the game, Paul Robinson sent the ball into the area, the ball dropped to debutant Nikola Kalinić, but on the turn he put his effort wide.
So thats two games in which Rovers have dominated for long spells, but a lack of cutting edge up front and defensive frailties at the back when it costs sees them still to claim their first points of the season.
SUNDERLAND: Fulop, Bardsley, McCartney (sub Nosworthy 61 mins), Ferdinand, Malbranque (sub Henderson 79 mins), Richardson, Bent (sub Campbell 90 mins), Collins (c), Jones, Cana, Cattermole.
Subs not used: Gordon (GK), Leadbitter, Reid, Healy.
ROVERS: Robinson; Jacobsen, Samba, Nelsen (c) (sub Olsson 46 mins, Givet; Diouf (sub McCarthy 71 mins), Nzonzi, Andrews, Pedersen; Roberts, Di Santo (sub Kalinić 14 mins).
Subs not used: Brown (GK), Emerton, Grella, Hoilett.
Booked: Cattermole, Bardsley (Sunderland), Kalinić, McCarthy (Rovers).