The 20-year-old grabbed his opportunity with both hands after being hurled into something of a maelstrom on Tuesday night.
Wickham was thrown on as a 49th-minute substitute with his side trailing 1-0 in their second round tie to League One MK Dons and their woes deepened soon afterwards when Izale McLeod doubled the visitors' lead.
However, with disaster and a an angry verdict from the home fans awaiting Paolo Di Canio's men, the England Under-21 international set up Jozy Altidore to reduce the deficit and then scored twice himself on the way to a 4-2 victory which was completed by Adam Johnson's late strike.
Wickham, in the process, gave himself a chance of being involved at Crystal Palace on Saturday.
He said: "Of course I realise I need to make the most of any opportunity I get.
"I was maybe disappointed that I wasn't on from the start, but you have to quickly get your mind right and get in the mindset that if you're called upon, you get into the game.
"Hopefully I've proved that I've got the confidence and ability to get into the team. I hope I've put my hand up for Saturday.
"The manager said 'go on and be strong, chase them down and score a goal', and thankfully I got two.
"In every game, I just try to do my best and I want to show the manager that I'm capable and confident in my own ability."
Wickham arrived at the Stadium of Light in June 2011 after then manager Steve Bruce invested an initial B£8.1million in the potential of a player who had made a major impact at Ipswich as a teenager.
However, Bruce's successor Martin O'Neill used him sparingly and Di Canio, who at one point ordered the frontman to stop acting like a "Playboy model" and knuckle down to fulfil his rich promise, has also taken time to be impressed by him.
The pair recently had a lengthy heart-to-heart chat and whatever was said has clearly paid dividends with the Italian waxing lyrical over Wickham's contribution to Tuesday night's rescue act.
Patrick Bamford's vicious early strike and McLeod's second, a deft chip over goalkeeper Vito Mannone with the Sunderland defence missing in action, had put MK Dons into a seemingly unassailable 55th-minute lead.
However, Altidore's first Sunderland goal, which arrived courtesy of Wickham's 78th-minute pass, proved far more than just a consolation and when the latter hooked home full-back Ondrej Celustka's 86th-minute cross, the fightback was on.
There was an element of good fortune about the Colchester-born hitman's second, which went in off defender Ben Reeves' backside with a minute remaining, but keeper Ian McLoughlin was equally powerless to keep out Johnson's powerfully-struck shot from a narrow angle deep into injury-time.
There was a school of thought which suggested Wickham's second might have been an own goal, but the striker was having none of it.
He said: "Of course I'm claiming it. A goal is a goal - I'll take any goal from a yard or 20 yards."
While the night may have ended in spectacular fashion for Sunderland, Di Canio was far from happy with the 75 minutes or so which preceded it.
The manager made six changes to the team which drew 1-1 at Southampton at the weekend, one of them handing South Korea striker Ji Dong-won a rare start, although the premature departure of the man who excelled on loan at German club Augsburg last season to prompt Wickham's introduction, was greeted by ironic cheers from the home fans.
Di Canio said: "It's obvious that Ji is a very talented player. It's difficult for him to play with this environment because every time he made a mistake, there was straight away some reaction.
"He is young, he is a genuine guy. I understand the fans' point of view because I was a fan.
"But I want to tell everybody that I can guarantee every player I send on to the field, it's because they have given everything for the cause during the week.
"I am never going to play a player that doesn't give everything in training."