Under Carlos Carvalhal, the Owls prided themselves on their defensive strength – including a record-equalling 17 shutouts in 2015-16.
But under Jos Luhukay this campaign, Wednesday have employed bolder tactics, with more emphasis on attack. It has meant the Owls have conceded 12 goals in seven league games, the same number as goals scored.
Coupled with a switch from three centre-backs to a traditional back four, and changes in personnel, Lees believes there are mitigating circumstances behind those statistics.
“It’s frustrating,” he said. “We have had a lot of changes, personnel, formations, it’s never really been a settled team.
“We are starting to get a bit more settled now, playing a lot more open and expansive, so I think we are going to leave ourselves a bit more vulnerable.
“In previous years, we have kept lots of clean sheets but the football hasn’t been great.
“A lot of games have been dead games. But, everyone can see how we want to play, and sometimes that will cost you goals.
“Obviously, we can always tighten up, and we need to.
“We are not playing the same football. In my first season (at Wednesday), half the games at home were irrelevant because the pitch was a mudbath, and nobody wanted to play a game of football.
“It’s easier to keep a clean sheet in games like that, when you are going toe-to-toe, as opposed to playing total football when sometimes you leave yourselves open.
“Top teams never give away cheap goals, and will keep clean sheets, so we need to do that.”
Of the back four and goalkeeper who started in the 2-2 draw with Stoke on Saturday, Lees was the only one not to come through Wednesday’s youth ranks.
The Owls captain, 27, was joined by Liam Palmer, 26, Cameron Dawson, 23, Jordan Thorniley, 21, and Matt Penney, 20.
Wednesday have back-to-back away games at Nottingham Forest tomorrow, before Aston Villa on Saturday.
They then welcome leaders Leeds United, West Brom and Middlesbrough to Hillsborough, and also travel to Bristol City.