MANCHESTER City Manuel Pellegrini lifted his first trophy in English football and then targeted an ambitious quadruple.
City looked destined for their second shock cup final defeat inside 12 months when Fabio Borini gave the Black Cats a deserved first-half lead.
But Yaya Toure and Samir Nasri scored within two minutes of each other to put City ahead and Jesus Navas ended any hopes of an upset in the final minute.
City are still in the FA Cup and they lie second in the Barclays Premier League.
They are two goals down in their Champions League tie with Barcelona, but Pellegrini hopes he can guide his team to glory in all three remaining competitions.
“We are the only club that has the chance to continue trying to win all the competitions and this gives us a lot of confidence,” the City manager said.
“We wanted this trophy but I don’t think that anybody can think that is enough. I don’t think for top players or important clubs, you are satisfied with one trophy.
“We know it won’t be easy, but we are going to try.”
No club has ever won all three domestic trophies in one season, and Pellegrini thinks winning the Capital One Cup will give his side “a lot of confidence”.
They could yet win a quadruple, but must overturn a two-goal deficit in their Champions League last-16 tie against Barcelona at the Nou Camp.
Pellegrini said: “When you have the chance to win a trophy and you don’t, you may not go out with your mind the same way.
“We have Wigan first (in the FA Cup). We have respect for them – remember what happened in the FA Cup final – but we are going to try and do it.”
The Chilean said he tried to keep his players calm at half-time lead.
“I told them they had 45 minutes to change the score,” said Pellegrini. “Maybe what happened in the FA Cup final was in their minds in the first half but the most important thing was to calm the players.”
City captain Vincent Kompany said his team-mates should be “hungry” for more success.
The Belgium international said: “We’ve achieved something great for the club and we need to carry on.
“I was delighted to win this trophy at Wembley. It’s the best stadium, for me it’s the best in Europe, maybe even the world, and lifting the trophy here is something special.”
France international Nasri believes his side could still win the quadruple.
“We want to win everything,” he said. “We’re going to compete for the league, for the FA Cup, and we’re going to try and make something happen in the Champions League - it’s going to be difficult.”
Ivory Coast midfielder Toure added: “We needed to win. It was very important. The final is only one game and you need to enjoy it - but you need to win.”