Goals from Ross Stewart and Charlie Wyke put the Black Cats 2-0 ahead at the break.
That meant the aggregate score was level at 2-2 but a disappointing second half saw Lincoln City through.
But Sunderland were backed by 10,000 fans at the Stadium of Light this afternoon for the first time in 18 months.
Here, we take a look at the best pictures of Sunderland fans as they made their long-awaited return:
1. Sunderland fans return to the Stadium of Light!
Sunderland fans pose for a photo inside the Stadium of Light. Photo: Stu Forster
2. Good to be back!
Fans enjoy some pre-match food outside the stadium prior to the game. Photo: Stu Forster
3. Keeping safe
A Sunderland fan wearing a face mask waits to enter the stadium. Photo: Stu Forster
4. Watching the action
A Sunderland fan wearing a face-covering watches the action from the stand. Photo: Stu Forster