Mick McCarthy's side showed no signs of having an eye on Sunday's FA Cup quarter final meeting with promotion rivals Sheffield United as they dominated proceedings.
Julio Arca put them ahead after 18 minutes with a low shot from the edge of the penalty area after a determined run from the left wing.
Walsall levelled against the run of play eight minutes into the second half when Mart Poom pushed out Vinny Samways' shot and Neil Emblen turned in the rebound.
However, Colin Lee's side were level for only a matter of seconds before Kevin Kyle restored Sunderland's advantage when he headed in John Oster's cross.
The Black Cats then completed their victory nine minutes from time when Marcus Stewart side-footed in Jason McAteer's cross.
