Steve Bruce enjoyed victory over his former club and will be delighted both youngsters claimed their first goals in the red-and-white stripes, even if only just over 20,500 turned up to see the game at the Stadium of Light.
Highly-rated Henderson was on hand to steer home Kenwyne Jones's cross to open the scoring with only four minutes on the clock. England Under-21 international Campbell soon added a second by beating Maik Taylor to an Andy Reid cross and glancing home a header from close range.
Jones and Lorik Cana forced smart saves out of Taylor and new boy John Mensah saw a goal disallowed as the Black Cats ran out convincing winners.
Garry O'Connor spurned a couple of rare sights of goal for Birmingham, the Scot having one effort charged down and then failing to take advantage when a ball deflected back to him off Michael Turner.
Reid, who set up Darren Bent for the weekend goal at Burnley, missed a chance to add a late third but Bruce, who left top scorer Bent on the bench, will be satisfied to progress with minimum fuss.
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