Neither side could muster a goal in a game played out in front of a low Owls crowd.
Dave Jones made several changes. Jeremy Helan was suspended and goalkeeper Chris Kirkland and Anthony Gardner were rested.
In came Stephen Bywater, Martin Taylor, and striker Chris Maguire.
Left-back Reda Johnson returned as a substitute after serving a one-match suspension for picking up five yellow cards, along with Jose Semedo after a leg injury.
Darren Potter’s long range free -ick was the closest Dons came to scoring in the first 45 minutes, but it was deflected wide of Bywater’s left-hand post.
At the other end, Mamady Sidibe headed over from Miguel Llera’s free-kick.
Potter then should have nicked a late Dons winner but his effort struck the post with Bywater beaten.
Owls boss Dave Jones said: “It was just frustrating because you want to do well. One or two looked a little bit nervous and took a safety option rather than risking a little bit more.
“Whether there’s a little bit of fear here, I don’t know. Sometimes you want to do too well, then forget and lose a little bit of focus.
“It was a hard-fought game and we’re still in the tie, which is the important thing. If you’re not going to win it, certainly don’t lose it. You’ve still got a chance.
“We’re disappointed but we’ve got another crack at it. As a player, you want to play. I don’t adhere to the suggestion that we could do without another game.”