Latics boss Steve Bruce must have felt like the hosts got away with daylight robbery, as the home goal led a charmed life in the second half.
In fact the Black Cats must have used up all of their nine lives before Murphy's strike on 75 minutes.
Chance after chance went begging for the visitors as last-ditch tackles, the woodwork and some great goalkeeping denied them a way back in to the clash.
Sunderland led courtesy of a Dickson Etuhu header on 42 minutes, but in truth it was the away side who looked the stronger for long periods.
Neither side shone in the first half, which was dour fare for the crowd of 43,600. Wigan did go close with just seven minutes gone but Paul Scharner's 25-yard effort went narrowly wide of the goal.
Sunderland full-back Phil Bardsley also tried his luck from distance just after the half-hour mark but his effort was also wayward.
With the half drawing to a close, Wigan were hit with a sucker-punch. Dean Whitehead whipped in a free-kick from the right flank and the ball dropped invitingly in the 18-yard area.
Etuhu, having returned from Africa Cup of Nations duty with Nigeria, timed his run to perfection to head past Chris Kirkland and put the hosts 1-0 up.
If Wigan felt hard done by to go in a goal down at the break they must have been astounded that they didn't draw level just after the restart.
The visitors got off to a flyer in the second half but Marlon King saw his effort blocked by Sunderland keeper Craig Gordon and, when the ball fell to Michael Brown, he shinned it at goal only for Whitehead to get back just in time to make the clearance.
The ball only went as far as Kevin Kilbane on the left and his powerful drive beat Gordon but not the post as it ricocheted away from danger.
Sunderland continued to ride their luck as Wigan had one of those days in front of goal. And to add insult to injury the Black Cats hit them on the break on 75 minutes to seal the win.
New boy Andy Reid came off the bench and made an immediate impact finding Murphy with an excellent cross-field pass.
His fellow Irishman rocketed a superb strike from 25 yards out beating Kirkland and giving the home side a valuable 2-0 lead.
Wigan continued to huff and puff in front of goal, but lady luck was smiling on Roy Keane and his side as they held on for what could be a crucial win.