The Owls were in the top six coming out of this month’s international break, but three successive defeats have sent them into a tailspin, dropping down the Championship to 15th.
After defeats to Middlesbrough and QPR, the Owls lost 3-1 at Birmingham City on Saturday to pile the pressure on manager Jos Luhukay.
And it could get worse before it gets better for Wednesday, who face top-six teams in their next three outings.
They travel to leaders Sheffield United for the Steel City derby next Friday either side of Hillsborough games with fourth-placed Norwich and Derby County, who are sixth.
“It is disappointing how the last week has gone,” said Lees. “It is mad in the Championship. Only last week we were in the top six.
“We need to stop the bad run of form and there is only one way of doing that and that is hard work and a will and desire to put it right.
“It has been a tough week for us but we only have two options. You let it carry on or you put a stop to it. We have to put a stop to it.
“The only way to put this right is hard work and desire. We must stick together and try to do the right things.”
At St Andrew’s, the Owls should have wrapped up victory by half-time. They dominated the first half and Birmingham could not have complained if they had gone in at half-time trailing 4-1.
Steven Fletcher, who opened the scoring in the 19th minute, hit the post after 70 seconds, while Liam Palmer had two excellent chances to have increased the Owls’ lead.
Birmingham, to their credit, battled hard to stay in contention and were in no small way assisted by Connor Mahoney’s 43rd-minute equaliser when the on-loan winger from Bournemouth recorded his first goal for the club.
Wednesday, who have now conceded 12 of their 14 goals in the second half, wilted as Birmingham staged a late finish to snatch the points to extend their impressive unbeaten run to 11, Lukas Jutkiewicz and Che Adams scoring in the last 10 minutes.
Birmingham City: Camp, Colin, Morrison, Dean (Roberts 13), Pedersen, Jota, Kieftenbeld, Gary Gardner (Lakin 87), Mahoney (Harding 71), Jutkiewicz, Adams. Unused substitutes: Bogle, Solomon-Otabor, Trueman, Lubula.
Sheffield Wednesday: Dawson, Palmer, Lees, Hector, Fox, Bannan, Pelupessy, Reach, Onomah (Penney 72), Nuhiu, Fletcher (Lucas Joao 78). Unused substitutes: Thorniley, Baker, Wildsmith, Preston, Shaw.
Referee: D Bond (Lancashire).