Marcus Stewart gave his Sunderland team the lead in the second minute finishing off a Julio Arca pass when he was unmarked in the box. The relegation threatened Wearsiders looked likely to score every time they attacked with the Blackburn defence in disarray.
However, the balance was readdressed by Cole's 10th goal of the season in the 14th minute, as he latched on to Lucas Neill's pass to equalise.
The visitors though, were undeterred and re-took the lead shortly after the interval after Rovers defender Andy Todd compounded a difficult personal week with an error.
The goalkeeper made an excellent double save ten minutes later but Sunderland increased their lead when an unmarked Kevin Phillips was allowed to plunder a close-range finish.
Rovers played with five forwards for the remainder of the game and Cole sparked a revival, curling a great shot into the bottom corner from 20 yards.
As the game reached a fiery conclusion, Proctor hit the bar and Phillips was only denied by a tremendous Neill block.
Those misses were to prove crucial as Yorke broke the offside trap and raced through to beat Thomas Sorensen.