The defeat left beleaguered Bolton without a point from five Premier League matches at the Reebok Stadium.
Black Cats boss Steve Bruce had won all four of his previous matches against Bolton but five in a row looked very unlikely in an uninspiring first hour of the game.
Sunderland gradually began to pile on the pressure, though, and it was nothing more than they deserved when Sessegnon's neat turn and shot put them ahead eight minutes from time, with Bendtner making the points safe in injury time.
Bolton looked the sharper side early on, with Dedryck Boyata, Chris Eagles and Darren Pratley working well together down the right, and Wes Brown was lucky to get away with a slice across his own six-yard box from Eagles' cross.
Sunderland weathered that storm but they could have found themselves behind in the 13th minute when David Ngog broke away down the right and squared the ball for Pratley, who guided his shot from 18 yards past the post.
Both sides looked a little short on confidence, with the home crowd venting their frustration as a series of passes went astray, but it was Bolton who continued to create the better openings, Eagles twice letting fly from long range with team-mates screaming for the ball.
Heading into the last 10 minutes of the half, neither goalkeeper had had a serious shot to save, and Sunderland were unable to change that with a 38th-minute corner as Sessegnon volleyed wide from Sebastian Larsson's delivery.
Larsson's right foot was a real danger for Bolton and he created another chance with a free-kick from the left channel that was headed just wide by John O'Shea.
Bolton began the second half in the same manner they had the first and Eagles' cross found its way to Martin Petrov running into the area but his shot was straight at Simon Mignolet.
The best chance of the game up to that point came eight minutes into the half at the other end, with Sessegnon doing very well to wriggle free on the right of the box and find Kieran Richardson.
The midfielder looked nailed on to score running onto the ball 15 yards out but his initial shot was blocked by a combination of David Wheater and Boyata, who then did brilliantly to divert the follow-up over the bar.
Connor Wickham, making his first Premier League start, had been anonymous in the first half but a couple of runs hinted at better to come from the teenager, and his team were certainly looking much brighter.
With 18 minutes left Sunderland finally tested Jussi Jaaskelainen, the Finn blocking a sharp shot from the lively Sessegnon, with Wickham then volleying the resulting corner wide.
The visitors were certainly looking the more likely scorers and, after Wickham's shot on the turn had been blocked right in front of goal, David Vaughan's effort was deflected over the bar by Nigel Reo-Coker.
Wickham was the next to try his luck, and only he will know whether his effort from out on the right was a shot or a cross, but Jaaskelainen was a relieved man as the ball cannoned off the bar.
Sunderland were getting closer, and in the 82nd minute they grabbed the goal they had been searching for courtesy of a smart turn and finish from Sessegnon after Bolton had failed to clear another Larsson corner.
Having been untested all game, Mignolet then produced a brilliant block to deny Pratley when he found himself through one-on-one, before the points were sealed when Bendtner slid an injury-time shot under Jaaskelainen.
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