This is the view of midfielder Adam Reach as the Owls head to Stamford Bridge for a televised fourth-round tie on Sunday evening.
Backed by 6,000 travelling fans, the Owls will be underdogs against the Cup holders.
Even if the Blues decide to rest some of their superstars, like Eden Hazard – after their League Cup semi-final second leg with Tottenham tomorrow – Chelsea will be favourites to progress.
But Reach, a £5m signing from Middlesbrough, and his Hillsborough team-mates have ambitions to play in the Premier League.
“It will be a good game and it’s a chance for us to go and test ourselves against good players,” he said. “I haven’t played at Stamford Bridge so if I get selected then it will be another Premier League stadium and another Premier League team I can tick off.
“We all think that as players that you should play in the Premier League. We all want to test ourselves against good players to prove that we can play there.
“It’s a good challenge for me and it’s a good stage to prove to myself that I can play against those players.
“Ultimately that’s where I want to be, week-in, week-out, against quality players and quality teams in the Premier League.
Twenty-five-year-old Reach, who has netted seven goals, has been one of Wednesday’s best players in a disappointing league campaign.
“It will be a tough game and I’d like to think that they will respect us as a team and field a pretty strong side because it’s an opportunity for silverware for them as well,” he said.
“We will go there with a game plan and we have got good players as well. There will be moments in the game with our backs to the wall because they will have possession and we need to be ruthless.
“If we get a chance down there we need to take it. You never know what can happen.”
Sunday’s tie is the last game before Steve Bruce arrives as Wednesday’s manager. His first game in charge will be the Championship trip to Ipswich Town on February 2. The Owls sit 16th, 11 points adrift of the play-offs with just 18 games remaining.
Wednesday have put together back-to-back wins against Luton Town and Wigan Athletic under caretaker Steve Agnew.
“Winning breeds confidence so if we can go there and put in a good performance and get a good result then that puts us in good stead for the following league game, but, all in all, we need to just enjoy the occasion,” said Reach.
Wednesday have not played Chelsea since their Premier League days, a 3-0 defeat at Stamford Bridge in 1999. There have been some memorable Cup games between the clubs, including a 4-4 League Cup draw in 1985 at Hillsborough.
The Owls, then a second-tier side under Ron Atkinson, got the better of Chelsea in 1991, winning both semi-final legs – 2-0 at Stamford Bridge before a 3-1 win at Hillsborough – and going on to beat Manchester United at Wembley to lift the League Cup.
Wednesday, who bowed out of the FA Cup to Chelsea in 1994 and 1999, have tightened up defensively since the departure of manager Jos Luhukay.
The Owls had the worst defensive record in the Championship under Luhukay, but have registered five clean sheets in their subsequent eight games.
Reach knows if Wednesday are to emulate Bradford City’s FA Cup giant-killing at Stamford Bridge in 2014 that they will need to be proficient at both ends.
“It’s always important to take your chances against a Premier League side of their quality,” said Reach. “If you do get a chance you need to put it away because they are bound to get chances and players of their quality will probably put the ball in the back of the net more than they won’t, so we need to be defensively solid.”