Martin O'Neill started his Sunderland reign with a win as David Vaughan and Sebastian Larsson scored late on to snatch victory.
Larsson scored an injury-time free-kick to wrap up the points for the new boss after Vaughan equalised in the 84th minute.
It was a bright start to the game from a rejuvenated Sunderland side with Phil Bardsley going close twice inside ten minutes but it was the visitors who opened the scoring. Simon Vukcevic opened his Rovers account when he headed in from close range after Christopher Samba's shot was saved by Keiren Westwood.
Kieran Richardson could have equalised immediately for the Black Cats but he could not turn in Stephane Sessegnon's cross from six-yards and saw a later shot deflect wide of the post.
O'Neill may have counted his side unlucky to be behind at the break but Blackburn could have doubled their lead when Scott Dann headed in Morten Gamst Pdersen's free-kick. Referee Peter Walton blew up for a foul on the goalkeeper by Samba but there did not seem to be much wrong with the aerial challenge.
Blackburn were happy to sit back and defend in the second-half and it was one way traffic throughout. Richardson was inches away from levelling the scoreline again when his mis-hit corner clipped the near post while his deflected effort on the hour mark saw Paul Robinson pull off a top-drawer save to keep his side ahead.
The Sunderland breakthrough eventually came with six minutes remaining and Robinson could do nothing about Vaughan's incredible 30-yard strike into the top corner. The game seemed to be heading for a draw before Mauro Formica was penalised for handball on the edge of his own box in stoppage time and Larsson converted the free-kick to make amends for his penalty miss at Wolves last weekend.
The full-time whistle did not blow until the 102nd minute as Jason Lowe left the field on a stretcher in injury time to mark a bad day at the office for Blackburn and under-pressure Steve Kean.
It is a different story on Wearside now however. Their new manager has brought hope to the club and the three points in his first game see the side climb out of the bottom three.