After a goalless first half, substitutes Felix Afena-Gyan and Nicolo Zaniolo were on target for the Italian side after the break.
Sunderland will now prepare to return to Wearside before travelling to Dundee United for their next pre-season fixture on Saturday.
Our chief SAFC writer Phil Smith has delivered his verdict on how each Sunderland player fared against Roma.
The Sunderland Echo's coverage of SAFC in Portugal is brought to you in association with Flex Joinery. Visit www.flexjoinery.co.uk for further details.

9. Jack Diamond - 5
Looked a threat at times in the first half and got into some good areas, but just wasn’t quite able to make it count. Quiet in the second as Roma began to step it up. 5 Photo: Frank Reid

10. Jack Clarke - 6
Looked a real threat when Sunderland were able to get him on the ball in advanced areas. Sharp enough given it was his first action since returning to the club, which was encouraging. 6 Photo: National World

11. Leon Dajaku - 5
Ran willingly from start to finish in an unfamiliar striking role. Missed the one big chance for Sunderland when he went for the shot when one-v-one, squaring it for Clarke was probably the right option. 5 Photo: Frank Reid

12. Dan Neil (sub) - 5
Plenty of energy and some nice turns on the ball, though Roma’s midfield unsurprisingly came to dominate in the latter stages. 5 Photo: JPI Media

