Supergiant X-ray Binaries host a compact object, generally a neutron star, orbiting an evolved O/B star. Mass transfer usually proceeds through the intense radiatively-driven wind of the stellar donor, a fraction of which is captured by the gravitational field of the neutron star. The subsequent accretion process onto the neutron star is responsible for the abundant X-ray emission from those systems. They also display variations in time of the X-ray flux by a factor of a few 10, along with changes in the hardness ratios believed to be due to varying absorption along the line-of-sight. We used the most recent results on the inhomogeneities (aka clumps) in the non-stationary wind of massive hot stars to evaluate their impact on the time-variable accretion process. We ran three-dimensional simulations of the wind in the vicinity of the accretor to witness the formation of the bow shock and follow the inhomogeneous flow over several spatial orders of magnitude, down to the neutron star magnetosphere. In particular, we show that the impact of the clumps on the time-variability of the intrinsic mass accretion rate is severely damped by the crossing of the shock, compared to the purely ballistic Bondi-Hoyle-Lyttleton estimation. We also account for the variable absorption due to clumps passing by the line-of-sight and estimate the final effective variability of the mass accretion rate for different orbital separations.