The Owls booked a trip to Stamford Bridge on Sunday week by edging past Luton Town in Tuesday night’s third round replay.
Atdhe Nuhiu got the only goal to clinch not only a glamour tie in west London but also a significant six-figure cash windfall for the South Yorkshire club from a likely sell-out clash that will be broadcast live on BBC1.
Wednesday, who will again be led by Steve Agnew at the Bridge as Steve Bruce is not due to take over until February 1, will start as firm underdogs but Bannan is relishing the chance to pit his wits against Maurizio Sarri’s men.
“Going to Stamford Bridge is massive,” the Scottish international told The Yorkshire Post. “You want to play against the best players in the world. Chelsea have certainly got some of those.
“It will be good to go and see where we are at, comparing ourselves to the best. The challenge will be massive but if you don’t want to play games like that then you should not be in this sport. Sure, it is a big ask but we go there confident and trying to win the game.”
The victory at Kenilworth Road was a timely lift for a Wednesday side who had been well beaten at Hull City in their previous outing.
That 3-0 loss left the Owls in 16th place, closer to the bottom three than the top six. Wigan Athletic are due at Hillsborough this Saturday and only three points will surely do if there is to be any hopes of a late dash for the play-offs. The clashes with Paul Cook’s Latics and then Chelsea will be the last before Bruce arrives in S6, the 58-year-old having delayed taking up the reins for personal reasons following the death last year of both his parents. In the interim, Agnew is looking after the team along with Stephen Clemence, another long-time ally of Bruce, and Lee Bullen.
Bannan has enjoyed working for the trio and he believes Bruce, with four Championship promotions to his name along with last May’s play-off final defeat with Aston Villa, is the ideal man for Hillsborough.
“I am looking forward to working with Steve,” said the Scot. “I have spoken to a lot of my mates at Aston Villa and they have nothing but respect for him. He is respected throughout the game for what he has done.
“It will be great to play under him and try to improve under him. Just what the club needs, a perfect replacement for the last manager (Jos Luhukay).
“We were crying out for something like this. It might be a year later than we wanted but everyone is looking forward to it.
“People are right back in the frame and that is keeping people on their toes. Speaking personally, it is a great appointment.”
Asked what had changed since the arrival of Agnew and Clemence, who are believed to be in daily contact with Bruce, Bannan replied: “They want us to play at a higher tempo.
“The big thing for me is they know what it is all about in this country. Some people are different. Foreign people come over with different approaches. I am not saying that is right or wrong.
“For the squad we have got, we need someone who knows the league and who is going to drive us on.
“That is what they have been very good at already. They have been there and done it. If we lose games, we know we will get a boot from them. You need that, I think. That is what I got growing up through the youth teams.”
Bannan is desperate to banish memories of his last visit in 2012 with Villa when the hosts ran riot to triumph 8-0.
“Everyone loves the FA Cup,” he said. “It may have changed down the years with the bigger teams resting players and things like that.”
“But, growing up as a kid, everyone watched the Cup. I wanted to see the underdogs go on a run, it is one of those competitions that everyone loves.
“Coming to grounds like Luton, where it can be hostile, makes for lively football. Getting the win was great and we can look forward to Chelsea. But, first, we have an important league game.”