The Wanderers went ahead in just the second minute through Matt Jarvis before Seasiders striker DJ Campbell was sent off.
Wolves took full advantage of having an extra man as Sylvan Ebanks-Blake's double added to Jamie O'Hara's strike.
"I've not come away from a game this season and thought we were lucky or were jammy. I've not said that once this season," said McCarthy.
"But after (Blackpool captain) Charlie Adam was booked on Tuesday night (his 10th of the season leading to a two-game ban which began in this game), I thought then that maybe our luck was changing.
"We then scored a fabulous first goal here, then DJ Campbell gets himself sent off, and that caused them all sorts of problems."
Source: PA
Source: PA