Richard Stearman struck in the final minute of extra-time to give Wolves a 2-1 victory over Southend in the Carling Cup second round at Molineux.
Wanderers, who fielded 10 changes from the team that drew 1-1 with Everton in the Barclays Premier League on Saturday, took the lead through Nenad Milijas' first-half penalty after Sam Winnall was fouled by Chris Barker.
Southend almost found an instant response, but Bilel Mohsni headed wide from Peter Gilbert's free-kick when he really should have hit the target.
Wolves goalkeeper Wayne Hennessey had to be sharp to deny Southend's Barry Corr an equaliser at the start of the second half before Wanderers teenagers Sam Winnall and Danny Batth had efforts on goal.
Shrimpers captain Craig Easton then struck a leveller for the npower League Two outfit in the 80th minute to send the game into extra-time before Simpson blew a great chance to win it for Southend with seconds remaining, lifting a shot into the arms of Hennessey after substitute Louis Soares had squared to him.
The miss proved costly as Stearman had the final say deep into stoppage time at the end of the extra time, bundling home a Ronald Zubar cross.