Richard Stearman struck in the final minute of extra-time to give Wolves a 2-1 Carling Cup victory over Southend.
Wolves took the lead through Nenad Milijas' first-half penalty, but Shrimpers captain Craig Easton levelled for the League Two side in the 80th minute.
The Serbian gave Mick McCarthy's men the lead from 12 yards witha fierce penalty beyond Southend goalkeeper Glenn Morris, after the spot-kick had been awarded by referee Colin Webster when debutant Sam Winnall was fouled by Chris Barker on 27 minutes.
With 10 minutes to go, Southend made it one-apiece when Easton headed Josh Simpson's cross past Wolves goalkeeper Wayne Hennessey.
Wolves substitute Sylvan Ebanks-Blake had two goals chalked off for offside, before Stearman scored the winner in the last minute of extra-time, when he bundled Ronald Zubar's cross over the line.
However, Southend could have won it themselves moments earlier, when Simpson shot straight at Hennessey after he had been set up by substitute Louis Soares.