20. Keiren Westwood 12. Ondrej Celustka 21. Modibo Diakite 16. John O'Shea 14. Jack Colback 11. Adam Johnson 8. Craig Gardner 69' 4. Ki Sung-Yueng 23. Emanuele Giaccherini 46' 31. Fabio Borini 59' 9. Steven Fletcher
Subs: 17. Jozy Altidore 59' 22. El-Hadji Ba 24. Carlos Cuellar 25. Vito Mannone 27. Dong-Won Ji 33. Lee Cattermole 69' 35. Charis Mavrias 46'
Sessegnon, who joined the Baggies in an acrimonious deadline day move from Wearside earlier this month, struck after 20 minutes as Sunderland lost 3-0 at The Hawthorns to remain bottom of the Barclays Premier League.
Liam Ridgewell secured victory with a second goal 14 minutes from time before another impressive new signing in Morgan Amalfitano added a third in injury time.
It proved a dismal afternoon for the Black Cats, who only had 10 men for the closing 15 minutes after Steven Fletcher was forced off injured with all substitutes having been used.
The result is sure to pile the pressure on Sunderland manager Di Canio, who made the controversial decision to sell the popular Sessegnon.
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.
Yet while his side have just one point, opposite number Steve Clarke could breathe a sigh of relief after finally securing a first win.
Sessegnon, whose debut had been delayed by red tape, did the business for him in an impressive first appearance.
His name was read out to loud cheers from both sets of supporters prior to the match and, perhaps inevitably, he needed little time to make his mark.
He was in the right place to tuck home the opening goal after the hosts had broken down the right in the 20th minute.
Amalfitano crossed for Scott Sinclair and his firm header was parried by Keiren Westwood in Sessegnon's direction.
Sessegnon could not pass up the invitation and turned the ball past his former team-mate but he pointedly refused to celebrate as his new colleagues rushed to congratulate him.
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.
West Brom were awarded a corner which fortunately for referee Phil Dowd came to nothing as replays suggested the deflection had come off a home player.
Nicolas Anelka threatened as West Brom broke again down the right but Modibo Diakite got back to clear the veteran striker's ball into the middle.
Fabio Borini, making his first Sunderland start since signing on loan from Liverpool, looked lively but without service and he lost out to Baggies goalkeeper Boaz Myhill chasing a through-ball.
The opening to the second half was subdued but the game was again enlivened by Sessegenon, who turned sharply on the left corner of the area only to blast high and wide.
At the other end Craig Gardner found room to shoot from distance but could not keep his effort on target.
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.
They were punished further moments later as Westwood failed to deal effectively with another Amalfitano cross, palming it into the path of the on-rushing Ridgewell, who finished clinically.
Amalfitano wrapped up the scoring with a fine strike which rewarded his efforts after being picked out on the right by Victor Anichebe.