Wolves managed to put an end to their run of four successive defeats with their win over the Black Cats.
Sunderland had a 1-2 lead with 13 minutes to play, but goals from Stephen Hunt and Sylvan Ebanks-Blake secured a win for the Wolves.
McCarthy told Sky Sports: “I’ll never have a heart attack that’s for sure because if I would have had one it would have been today.
“I think we earned it, I’m really proud of them and the players deserve all the credit.”
