Lee Bell’s side won a penalty shootout after a 1-1 draw in normal time to emerge victorious from Sunderland for the first time ever.
Captain Luke Offord had opened the scoring with a superb header but Chris Rigg levelled for the Black Cats after the restartCrewe win on penalties after the two teams being tied (1-1).
Elliott Nevitt, Christopher Long, Rio Adebisi, Joel Tabiner and Ryan Cooney were all successful with unerring accuracy in the shootout.
And keeper Harvey Davies saved Pierre Ekwah’s penalty to inspire Crewe to the win.
It was a memorable evening for the Reds who will enjoy the evening before preparing for the weekend’s visit to Swindon.
Sunderland will be hoping to kickstart a Carabao Cup run like in 2014 as Tony Mowbray's side host Crewe in the first round on Tuesday night.
The Black Cats lost against Manchester City at Wembley in the 2014 League Cup in what was their first final appearance in the competition since 1985.
While a cup run is important, Championship side Sunderland's main focus of the season will be securing promotion to the Premier League and they're expected to be fighting to finishing in the top six come the end of the campaign.
Twice more Davies denied Pritchard before the break, as Sunderland – who bossed possession throughout - started to look more dangerous.
But it was The Railwaymen who led at the interval thanks to Offord’s magnificent header from Tabiner’s swirling stoppage-time corner.
Mowbray made three changes at half time and one of the subs, Bradley Dack, played Bennette through soon after the restart but Davies was swiftly off his line to smother.
Connor O’Riordan made a vital block to deflect a Dack strike for a corner as the home side pressed.
Bell made three subs on the hour, leaving Crewe with the homegrown midfield three of Holicek, Tabiner and Owen Lunt.
On 64 minutes it was 1-1 when the Alex failed to clear their lines and Rigg, who only recently turned 18, steered home from near the penalty spot.
Mowbray's men, who lost their Championship opener against Ipswich at the weekend, were defeated in the playoffs last season against Luton, who went on to secure their place in the top flight.
Crewe, meanwhile, finished mid-table last season in League Two and they drew their opening fixture 2-2 against Mansfield on Saturday.
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