The Black Cats have now lost 17 League games on the trot and McCarthy's former club Millwall did him no favours in the bid to stop the rot.
Millwall boss Mark McGee accepted his side had not played well and had been forced to defend in numbers to protect a sixth minute lead as they secured a second successive league win.
"This is a hard place to come and win,'' he said.
"I'm thrilled with the three points but we had to defend in the second period as we could not get the ball out of our half.
"The goal scored by Noel Whelan will have given him confidence and a power of good. That was his first 90 minutes of the season.''
Whelan took advantage of total disarray in the Sunderland defence after just six minutes, scoring from close range after a shot from Neil Harris had been blocked.
But Sunderland's new-look side, well-marshalled in defence by newcomer Gary Breen, rarely threatened to stop the rot. Apart from a couple of fine efforts from Sean Thornton and a close-range drive by Michael Proctor, goalkeeper Tony Warner was rarely called into action.
McCarthy sent on the experienced Michael Gray, John Oster and Marcus Stewart in the 72nd minute and though they penned the visitors into their own half for a late onslaught, rarely did they threaten an equaliser.