Rhein-Neckar Arena, Germany
Kick-Off 14.00 BST
The Black Cats struggled against the slick passing of their Bundesliga opponents and always looked vulnerable to conceding.
Two first-half goals from Josip Simunic, and a second half strike from Prince Tagoe, was enough for the hosts to claim victory, with Jordan Henderson hitting a consolation for the visitors.
Steve Bruce decided on a 4-4-2 formation, with Frazer Campbell out wide and Darren Bent alongside Kenwyne Jones in attack.
Titus Bramble, who was signed from Wigan Athletic this summer, featured in defence alongside Paraguay international Paulo Da Silva.
However, it was Hoffenheim who opened the scoring after just seven minutes when Simunic planted a header past 'keeper Simon Mignolet, who headed for the Stadium of Light from Belgian side Sint-Truidense this summer.
The hosts, who finished eleventh in the Bundesliga last season, were controlling the opening exchanges and it was not a surprise when they doubled their advantage on 21 minutes, albeit in controversial fashion.
Carlos Eduardo's cross fell to Simunic who finished emphatically from eight yards out, although there was a strong suspicion of offside.
Sunderland had a chance to get a goal back five minutes before half-time but Bent, who hit 25 goals in all competitions last season, was foiled by Hoffenheim shot-stopper Tom Starke.
Bruce made three changes for the second-half with Jack Colback, Ahmed Al-Muhammadi and Henderson replacing Jones, Boudewijn Zenden and Steed Malbranque.
However, Hoffenheim continued to dominate proceedings with Mignolet saving brilliantly from Demba Ba's fizzing drive.
Henderson pulled a goal back on 65 minutes when he beautifully curled home a 25-yard free-kick into the top corner beyond Starke.
Yet any hope of a comeback was ended just a minute later when a cross-shot was converted by unmarked Ghana international Prince Tagoe from close-range.
Hoffenheim were content on keeping possession and frustrating Sunderland, who made several substitutions as the game began to fade out.
Bruce will be hoping for an improved performance in the club's first Premier League fixture against Birmingham City next Saturday.
1899 Hoffenheim XI: Starke; Beck, Vorsah, Simunic, Compper; Gustavo; Eduardo, Salihovic; Mlapa, Ba, Ibisevic
Sunderland XI: Mignolet; Bardsley, Richardson, Da Silva, Bramble; Zenden, Cattermole, Malbranque, Campbell; Jones, Bent.