It all started well for Sunderland.
Fabio Borini put the Black Cats 1 – 0 up after just nine minutes with a goal set up by Adam Johnson.
Manager Gus Poyet celebrated from the touchline, arms outstretched.
But, in the second half, two Manchester City goals in two minutes ended the dreams of bringing a major trophy back to Wearside for the first time in 40 years.
Yaya Toure scored at 54 minutes with a shot 30 yards from the goal into the top corner.
Two minutes later, Samir Nazri put Pellegrini’s men ahead.
And in the 89th minute, Jesus Navas sealed the win for the favourites.
Final score: Sunderland 1 – 3 Manchester City.
Sunderland are 1-0 up against Manchester City at half-time in the Capital One Cup final thanks to a Fabio Borini strike.
Manchester City and Sunderland fans are arriving at Wembley Stadium ahead of the Capital One Cup final this afternoon.
This year's Football League medals have been made by Vaughtons of Birmingham.
Man City fans won’t need to miss any of the action when doing the Poznan if they score during the Capital One Cup final thanks to a limited edition set of wing-mirrored sunglasses.
Sunderland fans descended upon Covent Garden in central London last night ahead of their team's League Cup final against Manchester City at Wembley Stadium today.
Sunderland fans have taken over Covent garden http://t.co/umE6j3253p
The aftermath of Sunderland fans in Covent Garden, this street probably had the least rubbish of all ? http://t.co/vSNNgTiv0g