But it was the visitors who enjoyed the better of the first half, taking the lead when Sam Baldock raced away to chip over a stranded Kewiren Weswood.
Glenn Murray thought his volley had made it 2-0 but he was flagged offside.
The Owls did improve before half-time, Adam Reach forced a fine save from David Stockdale before Jack Hunt’s follow-up was deflected wide.
Fernando Forestieri’s header drifted wide, but the Owls had once again been punished for a poor opening 45 minutes.
Goalkeeper Westwood was replaced at half-time by rookie Cameron Dawson after picking up an injury in first half.
Wednesday were much better after the break, Steven Fletcher heading over while Tome Lees saw his header cleared off the line.
But the Owls were punished once again when Anthony Knockaert gave Dawson no chance with a close-range finish.
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