Pulis left the club on Monday night having been in charge for just 45 days and 10 games - and less than 24 hours later the Owls recorded a victory under caretaker Neil Thompson.
First-half goals from Callum Paterson and Liam Shaw secured victory at Hillsborough, with the hosts holding on after Duncan Watmore pulled one back.
The win was relegation-battling Wednesday’s second in three games.
Thompson, first-team coach under Pulis, made two changes from the side who drew to Blackburn on Boxing Day, bringing in Shaw for Joost van Aken and also handing a start to Kadeem Harris.
Middlesbrough manager Neil Warnock made one change from the team who beat Birmingham 10 days ago, with goalscorer Watmore one of those brought in.
The hosts had the first chance of the game in the third minute when captain Barry Bannan found Josh Windass, who fired wide of the far post.
Boro winger Marvin Johnson forced a save from keeper Keiren Westwood after being played in by Britt Assombalonga in the 25th minute.
Wednesday took the lead five minutes later when Liam Palmer found Paterson, who fired the ball into the bottom right corner.
The hosts doubled their lead in the 40th minute as Shaw scored his first senior Wednesday goal by tapping in from a Bannan cross.
Neil Warnock’s visitors were quick out of the blocks after the interval and Watmore pulled one back in the 49th minute. The Boro winger latched on to a Sam Morsy pass and found the back of the net.
Wednesday almost restored their two-goal advantage in the 69th minute when flicked a Windass pass on target but Boro goalkeeper Marcus Bettinelli made the save.
Boro, chasing a fourth successive victory, pressed for an equaliser and substitute Marcus Tavernier had a good chance in the 71st minute but could only fire wide of the Wednesday goal.
The chances kept coming for Boro, with Johnson rattling a post a minute later.
Warnock threw on Marcus Browne and he had Boro’s last chance of an equaliser but he hit low and wide of Westwood’s goal as Wednesday held on for victory.
Winning boss Thompson reflected: “We know it’s a long way to go, and there are ups and downs in the Championship. They’re committed to the cause, and you saw that tonight.
“It’s been a tough time with management changes, it’s a fact of life.
“We’ve given away leads when we should have won games, and we can’t bury our heads in the sand. We’ve finished a difficult year now.”
A disappointed Warnock summed up his feelings by saying: “When you gift goals away like that you’ve always got a mountain to climb.
Sheffield Wednesday: Westwood,Lees,Dunkley,Palmer,Odubajo,Pelupessy,Shaw, Bannan,Harris,Paterson (Brown 71),Windass (Penney 83). Subs Not Used: Dele-Bashiru,Urhoghide,Rhodes,Wildsmith,Hunt, Waldock,Kachunga.
Middlesbrough: Bettinelli,Dijksteel (Spence 88),Fry,McNair,Bola, Morsy,Wing (Tavernier 64),Watmore,Saville,Johnson (Browne 78), Assombalonga (Akpom 65). Subs Not Used: Wood-Gordon,Roberts,Stojanovic,Coulson.
Referee: Geoff Eltringham (Tyne & Wear).
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