Wickham came off the bench in the 49th minute of their match with MK Dons with Sunderland 1-0 down, and that soon became 2-0.
But Wickham set up Jozy Altidore for Sunderland's first goal, then scored twice himself on the way to a 4-2 victory.
And Wickham is hoping his fine performance will make an impression on boss Paolo di Canio when it comes to team selection for Saturday's league match with Crystal Palace.
He said: "Of course I realise I need to make the most of any opportunity I get.
"I was maybe disappointed that I wasn't on from the start, but you have to quickly get your mind right and get in the mindset that if you're called upon, you get into the game.
"Hopefully I've proved that I've got the confidence and ability to get into the team. I hope I've put my hand up for Saturday.
"The manager said 'go on and be strong, chase them down and score a goal', and thankfully I got two.
"In every game, I just try to do my best and I want to show the manager that I'm capable and confident in my own ability."