Ashley Williams has revealed the Wales camp was left stunned when Chris Coleman stood down as the national team boss.
Coleman resigned from Wales on Friday after failing to agree a new FAW deal and took up post at the Stadium of Light with the challenge of reviving the fortunes of the Black Cats.
Wales skipper Williams said the players were aware there was always a danger he may leave but has lifted the lid on the emotions of the Wales camp.
Coleman was hugely popular and led Wales to the semi-finals of Euro 2016.
Williams told WalesOnline: "We knew the talks were going on; I’d spoken to the gaffer during the week so we knew there was a risk he could go, but we never thought it would come to it because I knew deep-down he wanted to stay.
"When the news came we were obviously disappointed and, being honest, a lot of the lads were quite angry.
"Obviously, we don’t know the full situation of what happened and how it played out, so it might well be that it’s misplaced, but that was the initial feeling.
"There’s obviously uncertainty about what happens now because of the strength of the relationship we had between the squad and the manager.
"Understandably, some of the lads are a little fearful of what might happen next but we’ll wait and see."
Coleman said he felt it was the right time to move as there was a difference of opinion over how Wales should move forward.
Coleman added: "Once it was made apparent that we had different ideas, and the powers that be with Wales, I felt it was time to move, I didn’t think I was the right man to take it forward in the direction I wanted to.
"Once I had a conversation with Martin Bain [Sunderland chief executive], I was very impressed with what he had to say. I know about Sunderland Football Club as we all do, I had 24 hours to think if I could make an impact here.
"Once I realised Wales wasn’t the one for me going forward, I had two conversations with Martin, I was very impressed and delighted the opportunity was there for me to come to this football club.
"I spoke to my wife and she was excited by it, that was it and it was all systems go."