Sunderland played Luton Town away in the second leg of their Championship play-off semi-final on Tuesday 16 May.
The final score was 2-0 and 3-2 on aggregate.
There was an equaliser 10 minutes in with Luton's Gabriel Osho and Tom Lockyer scoring first-half goals.
When Sunderland failed to clear a corner, Luton took advantage with their Captain Tom Lockyer putting his side up 3-2 on aggregate going into full-time.
The Black Cats went into the fixture with an advantage, following a 2-1 victory at the Stadium of Light on Saturday 13 May.
In Saturday's match Luton had gone ahead in the 11th minute through Elijah Adebayo’s close-range strike, but Amad Diallo curled in a stunning equaliser before Trai Hume headed them in front after the break.
Sunderland boss Tony Mowbray was frustrated a season of such promise ended in defeat.
The Black Cats were promoted to the Championship via the play-offs last May and Mowbray said: “I’m frustrated but very proud of the players, the team and the city of Sunderland. We’ll get stronger and we’ll be back next season.
“I’ve only been here nine months and these players have given everything they’ve got.
“I’m proud of these young lads who week in, week out have given what they’ve got.
“We came out of League One and maybe consolidation is what people were thinking about.
“We’ve managed to punch above mediocrity. We’ve come close but unfortunately we’ve fallen short tonight.
“I think the league will be stronger next season. We have to keep building and growing and get better.”
Luton could face Middlesbrough in the final if they win their semi final game against Coventry at the Riverside. Both teams go into the match on level pegging following a 0-0 draw on Sunday.
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