And still, those in the corner of the King Power sang.
On a night where, again, they were undone by a basic set piece and, again, they lacked a clinical cutting edge up top, the 3,250 travelling supporters that made the journey still showed their appreciation and support upon the full-time whistle.
This was far from their best and most entertaining display under Tony Mowbray, but for the large part, it was an effective one.
Against the league leaders who have simply obliterated 11 of their opening 12 opponents - a side that’s made up of so much Premier League pedigree - this was a Sunderland team keen to take risks and challenge Enzo Maresca’s men.
This was a Leicester side that had 129 international appearances on their bench, and a player that was linked with a Premier League move in the summer and that cost the Foxes around £23 million in Patson Daka acting as their third-choice striker at the moment, behind Kelechi Iheanacho (a player with 42 Premier League goals), and Jamie Vardy, who everyone knows what he can do.
The plan was to press aggressively in Leicester’s defensive third and aim to stop the Foxes from building clinical attacks, and for the most part, the plan worked.
Quite often in the first half, Leicester found themselves pinned in their own half. Pressing from Jobe and Dan Neil (a player who came back into the side following suspension and excelled) was working to a tee; the only thing missing from the performance was a goal.
Yet still, against the side that has only conceded seven all season and have a significantly low expected goals against, the Black Cats managed to create chances.
Jack Clarke went close early on, before headers from Jobe and Dan Ballard struggled to test the Leicester ‘keeper, but we probed and looked a threat throughout the whole 90.
But, the frustrations come at the fact that it was another set piece that ultimately cost the Black Cats.
On Saturday, Luke McNally pounced at the back post to clinch three points for Alex Neil’s Stoke, and this time, it was James Justin that was given freedom to nod the ball past Anthony Patterson.
With a side so young and, at times, naïve, these mistakes will come: Mowbray’s job is to rectify these errors, and make this team stronger.
On another day the ball might have dropped the right side of the posts for the Black Cats, and on another day, Sunderland defend the Leicester set piece correctly.
Yet, amidst all of their frustrations and disappointment at this third defeat in a row, the fans still stayed in recognition of the players’ efforts.
Three defeats in a row doesn’t paint a good picture for the Black Cats, but the performance at the King Power says a lot more than the hole that the team currently find themselves in.
The way Sunderland have been given praise from those in Leicestershire proves that, despite their three-game run without a win, this side will eventually turn a corner, and the display on Tuesday night proves just that.
The Black Cats went toe-to-toe with the team that has made the record-breaking start to the Championship, and were so close to nicking something from the game.
Saturday against an out-of-form Norwich at home presents the opportunity to get back on track, but if this side maintain the performance levels as what they showed at the King Power, results will certainly turn in their favour.