The Bundesliga side were given the run around by the Black Cats for long spells in Hamelin, but a two-goal burst before half-time proved enough for them to cling on to.
Mohammed Abdoullaoue netted nine minutes before the break and his strike was quickly followed by another from Jan Schlaudraff.
Sessegnon pulled one back eight minutes into the second half, adding to his goal against Arminia Bielefeld at the weekend.
But Hannover hit back against the run of play to seal victory late on as sub Erdal Akdari tucked a shot past Simon Mignolet.
Boss Steve Bruce said: “The first goal was a bad one but overall I was pleased with the run-out, especially the second half.
“We looked fresh, fit and had two or three chances to get an equaliser. It was a good work-out for the players against a really good team.”