During the 2004–05 season Cardiff chairman Sam Hammam revealed that the club was in serious financial trouble and as such a number of players left the club to attempt to regain losses, including Kavanagh who signed for Wigan Athletic for a fee close to £400,000. Whilst at Wigan he started in the 2006 Football League Cup Final. On 31 August 2006, he signed a three-year deal with Roy Keane's Sunderland for £500,000. During that season he played 14 games, scoring one goal against Leeds, before he was ruled out for the majority of games due to lingering injury problems.