However, their opponents Wycombe Wanderers should not be underestimated.
The Black Cats don't have a great record when it comes to Wembley, losing seven of their last ties there.
However, this time round, the Wearside outfit look to be red hot favourites against Wycombe Wanderers as they battle it out for promotion this weekend.
The former Premier League side came up trumps against this weekend's opponents at the beginning of the season, beating them 3-1, and picked up another point in the 3-3 draw in the reverse fixture.
Sunderland's top scorer Ross Stewart, lovingly dubbed the 'Loch Ness Drogba' by supporters, has a habit of scoring against Wanderers, too, netting four of his 25 goals this campaign against the Chairboys.
In addition to this, on the day itself the Mackems are expected to be supported by an impressive 46,000 travelling fans - many of whom descended on Trafalgar Square on Friday night - after having their allocation increased.
Meanwhile, the Buckinghamshire side are bringing less than half of that, selling 22,000 tickets.
Even Chairboys boss Gareth Ainsworth believes Sunderland are the favourites.
"We're going to be the underdogs and that is going to be our approach as that's how we do things here," he told Bucks Free Press.
"This is a David and Goliath without a shadow of a doubt, and I am very proud to say that this could be the biggest away following Wycombe have had this century."
Everything points to Alex Neil's side returning to the Championship, but it's easy to forget that the two sides only finished one point apart, Sunderland in fifth on 84 points and Wycombe in sixth on 83 points.
And there are plenty more reasons why Wycombe shouldn't be underestimated…
Sunderland's Wembley woes
Before looking at the Black Cats, it's worth pointing out the Chair Boys do already have a considerable advantage over their opponents - Sunderland's Wembley curse.
It's no secret that the Wearsiders have a terrible record at England's national stadium, most recently falling to defeat to Charlton Athletic in the League One final in 2019.
And it's this inability to show up when it matters that has haunted the ex-top flight side in their longer than expected stay in the third tier of English football.
Been there, done that
Wycombe, on the other hand, have had better luck when it comes to Wembley.
Although the Buckinghamshire side have spent a majority of their history below Sunderland in the football pyramid, they boast more successes at the Home of Football in recent history.
Even former Black Cats boss Martin O'Neill led them to victory there in 1991.
Wanderers lost 7-6 on penalties to Southend United back in 2015 in the League Two play-offs.
However, it was only two years ago the Chairboys achieved the same feat they hope to complete again this weekend.
Ainsworth's side beat Oxford United 2-1 to seal promotion to the Championship, proving they have what it takes to get the job done on one of football's most famous stages.
Defying stats
Wanderers beat third place MK Dons in the play-off semi-finals, holding on to win 2-1 over two legs.
But the stats show that Ainsworth's side were far from dominant in the tie.
Wycombe had just two shots in the whole of the second leg compared to MK's 29, with the latter having 69 per cent of the possession.
In fact, this was the case for many of Wycombe's victories this season and the season they last got promoted.
The Chairboys have been credited for their ability to adapt to each opponent's style of play and snuff out their threat, something their left-back, Joe Jacobson, says will be a real advantage on Saturday.
"We can change up the way that we play quite easily," the defender told Bucks New Press.
"We have got players that can run the games on their own, and we've got a group of players that can all run with each other, as well as trackback and do other work as well.
"The MK Dons game wasn't just a defensive performance from the defenders, it was by everyone."
Gareth Ainsworth
Of course, Wycombe boss Ainsworth can take the credit for his side's unconventional route to success.
Although happy to accept the tag of underdog, the former Wycombe player has instilled a real sense of confidence within his squad.
And the ex-midfielder is that sure of himself and his team that he was full of compliments for their opponents ahead of this weekend.
"He's done a brilliant job," Ainsworth said of Black Cats boss Alex Neil. "He's got some good players and it's a tough job, Sunderland.
"I was publicly linked with that job a few years ago and it really is a tough, tough job when you find out just how big that club can be. They are probably the biggest club outside the Premier League."
And Ainsworth's work hasn't gone unnoticed, either.
"I think mentally he'll have that experience over Sunderland," Arsenal invincible and talkSPORT host Keown said of the Wycombe boss on Friday's White and Jordan show.
He continued: "There's a lot of fear in the play-offs, but I don't see that fear in Wycombe, they'll go there thinking they can win it."
Reflected in his rock star hair cut and leather jackets, Ainsworth is unafraid to stand out from the crowd and shock people.
We're sure he'll be hoping his side can do the same to Sunderland on Saturday…
talkSPORT will have exclusive coverage from Wembley with kick-off set for 3pm.