Gus Poyet's men knocked out Chelsea and Manchester United en route to the final in a season which they were also battling to avoid relegation.
The final against Manchester City proved a bridge too far for Sunderland, but Poyet was able to mastermind a great escape to keep the club in the Premier League and they have avoided defeat in their first two top flight matches in the new campaign.
Having snatched a draw at West Brom on the opening day, the Wearside club held Manchester United 1-1 on Sunday, with recent signing Jack Rodwell scoring his first goal for the club.
Ahead of the trip to St Andrews on Wednesday, striker Steven Fletcher revealed spirits are high in the Sunderland camp.
"We're absolutely delighted with the start we’ve had. Two points from the first two games is great," he told the club's official website.
"The point against United is a good result, especially after we went a goal behind and it’s a good show of character to come back from that, just like we did when we fell behind at West Brom last week.
"I'm delighted for Jack; it's a nice way for him to mark his first game at the stadium and you could see he was buzzing as well."
Poyet's opposite number Lee Clark returns to a club where he spent two years as a player, with frustration still lingering from Saturday's 1-1 draw with Brentford in the Championship.
Moses Odubajo struck 11 minutes from time at Griffin Park to snatch a point for the hosts in a fixture Clark felt his side were more than capable of winning.
Birmingham won the League Cup in 2011 - their most recent season in the top flight - and Clark is eyeing a Premier League scalp in the second round.
"It's a big game for us but obviously we've got to get over this disappointment," Clark told Birmingham's official website.
"It's been felt by everyone because what an opportunity [it was] to go and get three points."
