Sessegnon, sold by Di Canio just this month, showed the Italian what he is capable of in the first half by slotting home unmarked.
Liam Ridgewell and Morgan Amalfitano's second-half strikes sealed West Brom's first win in the league this season and left Sunderland rooted to the bottom of the table.
It took the Baggies just six minutes to send a warning to the visitors, as Nicolas Anelka chased John O'Shea's pass back to Keiren Westwood, who recovered well after nearly fluffing his lines to allow the Frenchman in.
Not long after, the home side capitalised on their quick start, and it was Steve Clarke's new additions who combined perfectly. Amalfitano centred the ball for Scott Sinclair, whose shot could only be parried by Westwood to Sessegnon who fired home on 20 minutes.
The Benin international's non-celebration won't have lightened the mood of Sunderland boss Di Canio, who sanctioned the attacker's transfer-record switch to The Hawthorns on deadline day.
Sunderland, who had previously looked good in possession but without a cutting edge, almost equalised immediately as Adam Johnson found himself unchallenged in the area but Jonas Olsson recovered to deflect his effort wide.
In what became a lively spell, Marseille loanee Amalfitano cut inside from the right and unleashed a powerful shot which might have troubled Westwood but for a deflection diverting it onto the bar.
Sunderland substitute Jozy Altidore wanted a penalty for handball in the 65th minute after cleverly shifting his balance to take a Charis Mavrias cross and get a shot in.
Olsson flung his body in the way to block and Altidore claimed it had struck his hand but referee Phil Dowd was not interested.
Chances started to come thick and fast and Anelka had a good headed chance deflected narrowly wide from a Billy Jones cross.
Sunderland countered but luck was again against them as Fletcher not only volleyed narrowly over stretching to reach Johnson's cross, but landed awkwardly on his shoulder.
He received lengthy treatment but was unable to continue and, with all three substitutes having been used, Sunderland had to play on with 10 men.
Just a minute later, West Brom doubled their lead. On the 76th minute it was the impressive Amalfitano who broke forward again, lifting a deft cross into the box. Again, Westwood could only get a hand to it and seemingly push it to safety, but defender Ridgewell was lurking on the edge of the area to fire home.
From there it was comfortable for Clarke's charges, and Amalfitano's powerful stoppage-time strike condemned struggling Sunderland to yet another defeat.
There was clear irritation among the visiting fans after the final whistle was blown but Di Canio approached them to applaud and gesticulated they should keep their chins up.