Martin O’Neill’s side now face a tough ask with Arsenal set to visit the Stadium of Light in the next stage of the competition, however, the youngster was just delighted to win the derby match for the fans without the drama of penalties.
He told the club’s official website: "It was unfortunate to get pegged back to 1-1, but you might say Middlesbrough deserved it.
"It was just a relief to get that second goal and not have the game go to penalties. We knew it was going to be a tough game - it's was a derby.
"It's great for us and for the fans that we got the win."
Colback also reflected on his brilliant first-half strike which gave Sunderland the advantage in the tie before Lukas Jutkiewicz equalised and Stephane Sessegnon eventually won it.
He added: "It's probably one of the best goals I've scored - I know scoring goals is something I've got to add to my game.
"Midfielders all over the country are scoring 10 or so goals a season and that's something I need to be aiming for.
"I saw Fraizer [Campbell] win the ball and I waited for the knock-down. I took it on my chest and then just hit it - luckily it went in!"I wasn't aiming for the top corner, I just hit it and luckily it went in there."