Teenager Aaron Lennon marked his first League start by racing through to put Leeds ahead with his first goal but Liam Lawrence levelled with a penalty.
Brian Deane made it 2-1 by heading in Jermaine Wright's cross but Julio Arca hit the post and Stephen Elliott came close as Sunderland tried to equalise.
Julian Joachim converted Wright's cross to stretch Leeds' lead before Arca replied with a late free-kick.
Sunderland boss Mick McCarthy:
"I am always disappointed when we get beat and the fact we had a crowd of 43,253 only compounds the fact.
"We did our best and I don't think we let anybody down. I think we got mugged for the second goal as I had just made a substitution.
"It was extremely difficult when we went behind again, but we had chances to clear the ball and, when you put the ball on the head of Brian Deane, it is what he does best.
"The top teams have all lost and it just shows that not one of us is that much better than the other."
Leeds boss Kevin Blackwell:
"It is always enjoyable to win games. Sunderland is always a cracking to come to and both clubs have got to
inspire to get back into the Premiership.
"We showed steel and determination when we had to and I am very pleased with the players.
"The crowd here frightens many teams and we are going through a massive transformation.
"Our squad was tested to the limit today. We had seven players under the age of 20 and four of them are still under 18.
"We have to make sure we do not burn them out."
Sunderland: Myhre, Wright, Breen, Caldwell, McCartney,
Lawrence (Stewart 81), Whitehead, Robinson, Arca,
Bridges (Elliott 60), Brown.
Subs Not Used: Alnwick, Whitley, Neill Collins.
Goals: Lawrence 43 pen, Arca 90.
Leeds: Sullivan, Kelly, Butler, Kilgallon, Pugh, Spring,
Wright, Lennon (Joachim 78), Richardson, Deane (Ricketts 86),
Healy (Woods 90).
Subs Not Used: Carson, Carlisle.
Booked: Kelly, Butler.
Goals: Lennon 30, Deane 61, Joachim 85.
Ref: R Beeby (Northamptonshire).