But despite some spine-tingling experiences with Celtic and Sunderland, alongside time at two Lancastrian clubs with impassioned supporters in Preston and Burnley, he says that the atmosphere provided by the Owls’ magnificent 41,000 travelling army at Wembley left him blown away.
That it was ultimately in a losing cause is something to the 31-year-old’s bitter disappointment, but he insists that Wednesday’s raucous choir, who provided non-stop backing, left a unique impression upon him that he will never forget.
He said: “The fans were absolutely incredible. I have not experienced anything like it in a game before.
“They should be so proud of themselves and we really appreciated the support they gave us. It was an amazing atmosphere.
“I have seen Champions League at Celtic Park and a lot of big nights. It was definitely the best support. They are a real credit to the club and the fans were outstanding.”
Wallace admits to being rueful that the Owls could not perform their side of the bargain against Hull as they failed to replicate the awesome support level provided by the blue-and-white hordes and reward them with a passage back to the top flight.
He added: “It was a bitter pill to swallow – it’s hard to explain. We feel disappointed for ourselves, but more the support. Standing there on the pitch, we wanted to do it for them so much.”