The Black Cats had taken the lead in first-half stoppage time through skipper Bolo Zenden, who rounded Jussi Jaaskelainen with Bolton appealing in vain for offside.
Substitute Ivan Klasnic had pulled the home side level with a firm header three minutes from time following a superb cross from Rodrigo Moreno, who had also stepped off the bench.
But Sulley Muntari forced the ball home despite the efforts of Bolton defender Zat Knight to keep it out after Stephane Sessegnon had created the stoppage-time opening.
Coyle said: "We had clear-cut chances to get in front before half time but we never took them and truth be told we felt aggrieved to come in 1-0 down. We had more chances in the second half, again gilt-edged chances, to get the equaliser and then chances to win it.
"They defended with their lives and worked their socks off. We could have won two or three games with the chances we had but then get caught by a sucker punch. Not to get three points from this game is very disappointing."
Source: PA
Source: PA