Brentford had led twice but can at least reflect on the return of talisman Ivan Toney this weekend after an eight-month ban for breaking betting rules. Toney is set to make his long awaited comeback against Nottingham Forest on Saturday.
Sergio Reguilón, the Tottenham defender, is also set for medical on Wednesday ahead of a loan move.
Wolves fans were still chanting derogatory songs about their near neighbours when the visitors took a 13th minute through former defender Nathan Collins.
Nelson Semedo prodded Wolves level from close range but Brentford were back in front early in the second half after Neal Maupay pounced inside the area, with the goal given after a Var review for offside.
O’Neil responded quickly by introducing Pedro Neto but it was another substitute, homegrown forward Nathan Fraser, who drilled Wolves level 17 minutes from the end.
Brentford substitute Shandon Baptiste hit the post in extra time but Cunha settled it from 12 yards after Neto was fouled in the area.