However, Lucas Joao scored his third goal against Ipswich this season late on to ensure the Owls won 1-0 at Portman Road in Bruce’s first game in charge.
Portuguese striker Joao, who hit a brace when the teams met at Hillsborough in August to ensure a 2-1 win, secured all three points for Wednesday after coming on as a second-half substitute.
And Bruce said after the Sky Bet Championship contest: “When you miss so many chances - how many times have we seen it? You think it’s going to be one of those days.
“In the end, I think we had five or six wonderful opportunities and didn’t take them and that always puts you under a bit of pressure.
“However, I thought we were comfortable in the game, the goalkeeper (Keiren Westwood) in the end made the save from the header - that was the only attempt they had on goal I think.”
Bruce said he is delighted to be back in the dugout after initially questioning whether he wanted to get back into football following his sacking from Aston Villa.
He continued: “As I said on Thursday, for a long time [I ] was debating whether, after what happened, you still had the desire to warrant getting another job.
“But once I got the phone call I couldn’t resist it. Because all of a sudden it’s what I do and I’m delighted to be back.
“I still think I’m a player, that never leaves you, but I’ve got the second best thing to being a player. I think it’s maybe the second time in 40 years that I’ve had a Christmas off.
“I just needed to recharge the batteries, dust myself down, and ask myself the question ‘do I still have the enthusiasm and drive that’s required to be a manager?’
“We haven’t been in the Premier League for 19 years, a big club like ours, so let’s hope I can be the one.
“It will take a bit of time, there’s a lot a work to be done but (I’m) delighted to be back and given the opportunity.”
Ipswich remain eight points adrift of safety following the result and Town boss Paul Lambert was without experienced centre-backs James Collins and Luke Chambers through injury.
He said: “Sheffield Wednesday were better than us in the first half, they should have been a couple of goals up but we rode the storm.
“Second half we regrouped and got a foothold in it but the goal’s poor at that time of the game.
“Second half was a lot better, we made things happen rather than waiting for things to happen.”
Lambert said he thought Michael Hector’s challenge on Town striker Will Keane was a foul in the build-up to the winning goal.
He added: “I thought there was, it’s a strong challenge but in the modern day game it’s a foul - so looking at it I think it’s a foul and that’s my view of it.
“The referee’s in a good position to see it and he called the way he saw it but we still shouldn’t have lost the goal.
“Myles [Kenlock] should have done better, he’s a young lad learning his trade, he’s 21, he’ll learn from it but probably should have done better with it.
“The second half was a lot better than we were in the first half but that goal at the death was a blow.”