Wes Brown's 89th-minute header handed QPR a cruel defeat - despite a brave comeback from Neil Warnock's charges at Loftus Road.
Rangers had originally trailed 2-0 after 53 minutes, after goals from Nicklas Bendtner and Stephane Sessegnon looked to have killed off R's hopes.
But after Heidar Helguson pulled a goal back for the Hoops on 63 minutes, Jamie Mackie was on hand just four minutes later to draw QPR level.
But it was all in vein - with Brown rising highest to meet Kieran Richardson's telling corner to clinch victory for Martin O'Neill's new side.
Paddy Kenny returned at the expense of Radek Cerny, while Shaun Derry replaced Jay Bothroyd.
The changes meant that QPR reverted back to an accustomed 4-2-3-1 formation.
Kenny started in goal for Rangers, with Luke Young, Danny Gabbidon, Matt Connolly and Armand Traore lining up in defence.
Derry and Ale Faurlin began in defensive midfield, behind the more advanced trio of Shaun Wright-Phillips, Jamie Mackie and Captain Joey Barton.
Heidar Helguson led the line in attack.
The R's made a positive start on this, a surprisingly mild December's evening.
Rangers' first chance of the contest arrived on seven minutes.
Wright-Phillips was felled out wide on the right and, when Barton swung over an out-swinging centre from the resultant set-piece, Derry stooped to nod an effort just over the target.
But despite QPR's early intent, it was Sunderland who went mightily close to taking the lead in the 15th minute.
Larsson's typically dangerous free-kick from the left was flicked on by John O'Shea for an unmarked Bendtner ten yards from goal, whose effort crashed off the post before the danger was cleared.
Rangers responded two minutes later. Barton found Wright-Phillips just outside the box, before the tricky winger shifted past his marker and drilled an effort just wide of the left-hand post.
O'Neill's side grasped the initiative on 19 minutes. Richardson's inch-perfect corner into the near post found Bendtner, who stole in past his marker to thump home an unstoppable header.
And Sunderland's lead could quite easily have been extended just over a minute later.
Richardson - already with an assist to his name - broke from his own half, before seeing a rasping 25-yard drive just pass the left-hand post.
The visitors looked a threat on the break - especially through the cultured Seb Larsson, whose teasing ball from the right forced a smart clearance from Gabbidon.
The Welsh stopper also had to be at his very best to block Sessegnon's blast on 38 minutes, after Young's mistake allowed the former Paris Saint-Germain ace to burst into the box.
Rangers became frustrated - there was no doubt about that. Warnock's men were struggling to break down a rejuvenated Sunderland side, who grew in confidence after netting their opener.
Faurlin did produce an effort for the R's on the stroke of half-time but it did little to trouble Keiran Westwood, with the Argentine seeing his effort sail handsomely wide of the target.
It was such frustration that yielded a Rangers change at the interval. Adel Taarabt was brought on to replace Wright-Phillips.
Sunderland, however, were first to go close in the second period. Sessegnon's low effort from 20 yards went just past the left-hand post.
But play would soon switch to the other end - with only a block on the goal-line preventing an R's leveller.
Excellent build-up play from the hosts ended in Traore sending over a delicious centre on to the head of Helguson, whose downward nod was cleared off the line by Titus Bramble.
That clearance would ultimately prove crucial, after Sunderland doubled the lead with their next attack on 53 minutes.
Gabbidon miscued his header after a ball from deep into the path of Sessegnon, who - now the last man - drove into the box before rounding Kenny to slot home.
Sunderland's second was unquestionably a bitter blow for the R's. But they still huffed and puffed
Rangers reduced the deficit on 63 minutes.
A superb give-and-go between Traore and Faurlin saw the latter race into the box to cross for Helguson, whose marker saw an attempted clearance crash back off the Icelandic front-man and into the net.
It was a goal that sparked the home crowd into life. And, remarkably, the R's were level just four minutes later.
Traore and Faurlin again combined to effect to find Helguson the box, who turned from scorer to provider to nod a ball back across goal for Mackie to power home a Rangers second.
Now, there looked to be only one winner.
Taarabt's introduction, especially, had given QPR some much-needed creativity.
The Moroccan magician may have only been on the pitch since the break but this was already arguably his best showing of the season to date.
It was Taarabt who was enjoying some of Rangers' best efforts, forcing an excellent parry from Westwood after a drive from outside the box, before sending an effort just over moments later.
In the ascendancy, the R's would still need to be cautious of Sunderland on the counter attack.
Indeed, the Black Cats would twice go close through Craig Gardner and Phil Bardsley, who both saw speculative long-range blasts from distance force two stunning stops from Kenny.
The drama continued. Unfortunately for QPR, who had battled so hard to force their way back into this match, that meant a late Sunderland winner.
Richardson was again the architect, with his corner from the right finding Brown, who headed home with just a minute to spare - despite Faurlin's best attempts to keep the effort out.