Michael Beale's tenure at the Stadium of Light got off to a disappointing start as the Black Cats were condemned to a 3-0 loss at home to Coventry City.
Sunderland had England and Real Madrid star Bellingham in attendance for the game, with the 20-year-old travelling to the North East to watch his brother, Black Cats star Jobe Bellingham.
Footage shows the the older Bellingham sibling was just as gutted as the rest of the Mackems inside the ground with the result, too.
Sunderland had a glorious chance to go ahead with the game still at 0-0, as Jack Clarke's shot was rebounded into the path of Frenchman Abdoullah Ba.
MORE ON JUDE BELLINGHAM
Harry Kane hits the beach but Jude Bellingham spotted spending winter break in Sunderland
Sir Alex Ferguson was left 'incandescent' after Jude Bellingham snubbed Manchester United
But despite being through on goal unchallenged and Coventry goalkeeper Bradley Collins being on the floor after saving the initial shot, the 20-year-old fluffed his chance, skying his opportunity over the bar.
Sunderland fans in the stands were left despairing - but Bellingham's reaction summed up the scuffed chance perfectly.
The Real Madrid star leapt to his feet as Clarke's shot ended up falling into Ba's path, with his mouth wide open as he waited for the net to bulge.
But as Ba's shot flew into the home end, his arms flopped by his side and he looked baffled as his brother's side failed to take the chance to go ahead.
Most read in Championship
Joshua in line for title shot vs dangerous Croatian after Wilder fight plans wrecked
'I could rip him apart' - Anthony Joshua reacts to Deontay Wilder shocking defeat
Anthony Joshua's plans 'ruined' by shock Deontay Wilder loss, says Eddie Hearn
Anthony Joshua bloodies Otto Wallin's nose and forces corner to end fight early
Ba's miss proved to be fatal for Sunderland in the end, with Coventry's Tatsuhiro Sakamoto, Callum O'Hare and Kasey Palmer going on to fire the Sky Blues to a first win in three games.
Sunderland next face high-flying Hull City - who sit in the final play-off spot in sixth - on Boxing Day.
Bellingham may well be in attendance once again with Real Madrid currently on a winter break.