"Sessegnon has remained on Wearside for treatment on an injury during the international break. He will remain with the club's medical staff ahead of next weekend's (league) game against Manchester United," said the club website.
Sunderland did not give any details of the injury although local media reported that it is likely to be a groin problem he first aggravated at Queens Park Rangers two weeks ago.
Sessegnon's withdrawal is the second blow to Benin after striker Mickael Pote was injured in German league action last week. Benin lead by one point after two matches in Group H.