After both teams tied on 149, the Sixers made 2/16 in the Super Over and successfully defended it restricting the Thunder to 0/15.
The Thunder needed six to win from the last ball but Alex Hales could only manage a four.
Chasing 150 to win, England allrounder Tom Curran almost got the Sixers home before the match was tied. He smashed another dynamic 35 from 17 balls, at the end of the chase, following 43 not out from 21 in the win over the Perth Scorchers on Boxing Day.
Needing 40 from 21 balls, Curran peeled off three fours in a row from South African seamer Chris Morris (2-36) turning the momentum.
At the halfway mark of the chase the Sixers were 4/72. Captain Moises Henriques (41 from 30) and Daniel Hughes (37 from 25) batting at No. 3 also made valuable contributions in the 7/149.
After the Sydney Thunder got off to a flyer scoring 50 runs from the six over Powerplay, the discipline of the Sixers attack kept the Thunder to 8/149.
Twenty-year-old leg-spinner Lloyd Pope was excellent with 3-23 from four overs. Thunder skipper Callum Ferguson was the rock for the Thunder with 52 from 42 balls.
Fast bowler Sean Abbott (2-28) extended his lead at the top of the BBL|09 wicket takers list with 11 scalps averaging 13.45 per wicket. Curran (2-23) was the other multiple wicket taker.