Blackburn made the early running and almost got off to a sensational start but Khizanishvili's header rebounded off the post and was scrambled clear by young Black Cats defender Michael Kay, while Gordon saved from David Dunn.
But it was Sunderland who took the lead, scoring with their first attack of the match.
Healy reacted before anyone else after Daryl Murphy's shot spun off Ryan Nelson and slotted the ball past Paul Robinson for only his second goal since joining Sunderland last summer.
Gordon, returning after 10 weeks sidelined with injury, was in excellent form and denied Keith Treacy and Jason Roberts as Rovers pushed for an equaliser.
Sunderland went close through Steed Malbranque but they were fortunate not to concede an equaliser when Santa Cruz wasted a glorious chance, heading wide from four yards.
Rovers did eventually level, with Mokoena scoring his first goal since March 2007 with a brilliant shot.
And Paraguay striker Santa Cruz had another great chance after the break but Gordon tipped his header from six yards over the post.
The home team, playing in front of a crowd of just 10,112, looked the more likely to score the game's third goal but Grant Leadbitter narrowly missed Robinson's goal with a well-struck right-foot effort.
Villanueva had a lively game for Rovers and almost snatched a winner with a free-kick that Gordon tipped over, while Khizanishvili could not hit the target with his header.
Andy Reid had a late chance for the Black Cats after he was picked out unmarked at the far post but his first shot was poor and the opportunity wasted.
Scoring opportunities petered out after the restart, though Robinson saved from Carlos Edwards, while Villaneuva shot narrowly wide as time ticked down to penalties.
But just when it seemed spot kicks were on the cards substitute McCarthy converted Villaneuva's cross to snatch victory for the home side.
Blackburn manager Sam Allardyce:
"It was a good performance with the right result at the end. Perhaps it will give us the impetus we need in the league.
"Mind you I wondered whether we would score one never mind two. We kept peppering their goal but Craig Gordon made some unbelievable saves.
"We made a lot of changes to give some players a rest so we have not done too bad. However there are a lot of tired minds and tired legs in the dressing room."
Sunderland manager Ricky Sbragia:
"We have not seen the game out again and that is a concern for me as we got off to a good start.
"Craig made a number of good saves and kept us in the game but we conceded a soft goal and got a bit sloppy.
"We then give away a free-kick, switch off and it resulted in us losing the tie."
Blackburn: Robinson, Simpson, Khizanishvili, Nelsen (Ooijer 87), Givet, Villanueva, Mokoena, Dunn (Kerimoglu 61), Treacy, Roque Santa Cruz (McCarthy 72), Roberts. Subs Not Used: Bunn, Pedersen, Olsson, Doran.
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