Wickham headed Henri Lansbury’s cross home 13 minutes from time to help the young Lions to a 4-0 victory over Sweden at Walsall FC.
Two goals from Blackpool’s Thomas Ince either side of Liverpool youngster Jonjo Shelvey’s effort set the tone for another successful night for the under-21’s.
Stuart Pearce admitted his England Under-21s had exceeded his expectations as they geared up for this summer's European Championship finals with a convincing victory.
Stuart Pearce: "It's arguably as well as we've played, certainly the first half when we really took the game by the scruff of the neck.
"I just wish we were meeting up again tomorrow to prepare for another game. It's a great achievement, seven clean sheets on the trot, and that's credit to the lads.
"It couldn't have been a better way to get our preparations underway. It was beyond my expectations how well they gelled with each other.
"They passed the ball fantastically well, they had a real enthusiasm to stop the opposition getting efforts at our goal. Winning the game 4-0 was a real bonus.
"I think right across the squad, the way they've come together straight away for this new calendar year has been outstanding for us.
"It's our first stepping stone on building for the tournament in the summer.
"I think there's a lot of work to do between now and the summer.
"I've been to three tournaments before, I know the standard you have to achieve to actually win it so we'll have to go there with our best players, make no mistake about that.
"The Spanish will be strong, the Germans are looking very strong - the big powerhouses of Europe are at this tournament, so there's a long way to go."