Wednesday are the lowest scorers in the division, having managed just 16 goals in 22 games so far this season.
Manager Stuart Gray admits it is something they need to address.
He said: “The worrying thing is we are not putting the ball in back of net and giving (Kieren) Westwood and the back four a breather.
“We dominated the ball and created chance after chance. Every day we do crossing and finishing and we have to have desire to get the ball in the box.
“Every day in training the boys are in there, but it’s about stepping up at 3pm on a Saturday.
“We’re not taking our chances. It’s probably a lack of ruthlessness and taking responsibility.
“If you don’t convert your chances it might bite you. (Ross) McCormack shows the quality he has got and we end up conceding three goals from set plays and they pick us off in the end.”
Former Leeds United striker McCormack set the Cottagers on their way to victory and further goals from Shaun Hutchinson, Lasse Vigen Christensen and Cauley Woodrow sealed the points.
McCormack has been linked with a move away from Craven Cottage, just six months after arriving from Elland. But Fulham boss Kit Symons has rubbished the reports and insists the striker is still part of his plans.
Fulham: Bettinelli, Grimmer, Bodurov, Hutchinson, Stafylidis, Parker, Christensen, Fofana (Williams 64), Ruiz (Roberts 87), Rodallega (Woodrow 82), McCormack. Unused substitutes: Kiraly, Zverotic, Hyndman, Burn.
Sheffield Wednesday: Westwood, Palmer, Lees, Loovens (Dielna 71), Mattock (Drenthe 46), Maguire, Lee (Nuhiu 46), Semedo, McGugan, Helan, May. Unused substitutes: Lavery, McCabe, Maghoma, Kirkland.
Referee: Mike Jones (Cheshire).