Under a scorching sun with temperatures reaching 40 degree Celsius (104 Fahrenheit), Sutton completed the 174-kilometer (109-mile) course from La Nucia to Playas de Orihuela in 4 hours, 11 minutes, 41 seconds.
“For me it’s a dream come true to win a stage at a Grand Tour,” Sutton said. “We don’t exactly have the perfect lead-out train here, but what we do have is strength.”
Jesus Rosendo of Spain and three other cyclists broke away from the main pack but the peloton caught them 15 kilometers (nine miles) from the finish line.
Bennati finished sixth with the same time as Sutton in the peloton of more than 80 cyclists.
“I am very happy to have the leader’s jersey,” Bennati said. “It’s an honor to take the race lead in a Grand Tour. I would be happier if I had taken the race lead with the win.”
Bennati dedicated the achievement to teammate Wouter Weylandt, who was killed in an accident during this year’s Giro d’Italia.
“I have taken wins since Wouter has passed away, but this is the first honor I dedicate specifically to him,” Bennati said. “We didn’t know each other long, but in the time that we got to know each other we became close friends.”
The Italian leads three teammates at the top of the overall standings. Defending champion Vicenzo Nibali of Italy is 4 seconds behind.
Matthew Goss of Australia became the first rider to withdraw from the 21-stage race.
Monday’s third stage is a 163-kilometer (101-mile) ride from Petrer to Totana along Spain’s southeastern coast.
For the first time in 33 years, the Vuelta is set to return to the Basque country during its final week.