The last time the Owls were successful in cup competition against the Blues came in the League Cup during a memorable double-header 28 years ago.
Wednesday were matched against Chelsea in the two-legged semi-final stage and came out on top thanks to a dominant 5-1 aggregate scoreline.
The first leg at Stamford Bridge saw the Owls seal a healthy 2-0 victory thanks to Peter Shirtliff's close-range finish and David Hirst's tidy strike.
Just a couple of days later the Owls confirmed their place at Wembley thanks to a another convincing victory, this time running out 3-1 winners.
Graham Stuart pulled one back for the visitors, playing in an unrecognisable red strip, but Paul Williams' lofted finish in the second half secured the resounding win that ensured a first visit to Wembley for the Owls in 25 years.
Of course, the Owls enjoyed a memorable day out at the national stadium as they famously beat Manchester United thanks to John Sheridan's terrific strike.
Wednesday fans will be hoping they can pull off another memorable victory over Chelsea this weekend although will be well aware of the size of the task facing them.
Maurizio Sarri's side are fourth in the Premier League and are expected to hand a debut to striker Gonzalo Higuain - a player who once commanded a transfer fee of £75million.