Wednesday should have made a flying start as they sought their second win of the week.
Atdhe Nuhiu missed a chance in the fifth minute with a central header from around seven yards in front of the Kop.
Mattock had been fouled as he cut inside from the left.
The Owls took their time in preparing for the free kick; Maghoma swung it in high and Nuhiu got in front of his marker but powered the ball over the bar.
Forest’s first real threat was a superbly struck long-range shot by Cox, the striker in a 4-5-1 formation. Martinez was well positioned as the ball flew over the bar and ended up among the away fans who filled almost the whole of the Leppings Lane end.
Nuhiu was presented with another inviting opportunity in the 15th minute.
The striker, just inside the box on the left hand side, saw the ball kicked straight to him along the ground by Darlow. But a poor first touch allowed it bounced back towards the keeper, who was advancing quickly to gather.
Forest were tending to have more midfield possession but Wednesday were competing well and had an air of confidence, playing with tempo when in possession, as they did against Leicester, And they had certainly had the best chances.
Nuhiu lost possession on the edge of the box when surrounded by defenders, and was prevented from getting on the end of a decent cross from Palmer by sound defending by Halford.
But the Austrian earned applause for dashing 50 yards to chase a lost cause when the keeping was running out for a pass that was going towards the corner flag.
After Maghoma was chopped down on the touchline, the ref wisely played on, with the Owls coming forward and Palmer angling a great ball across the six-yard box but with no-one there to get on the end of it.
Then it was Lee’s turn to deliver a fine ball from the right, to the far post, where centre back Hobbs prevented a close-range header by Johnson. Loovens and Johnson were the bedrock for the Owls at the back. A block by Johnson stopped a blast from Lansbury.
Forest’s inter-changing and neat brand of football made them a chance in the 39th minute, Abdou was played into space on the left side of the area and he could have looked to at least one supporting team-mate in the middle; instead he fired an angled shot high over the bar.
It had been an absorbing first half.
Wednesday’s hopes of a first clean sheet of the season were dashed with just over two minutes of the second half on the clock.
Forest’s goal came indirectly from an Owls free kick. The visitors counter-attacked, right back Halford ran forward in space and played a low ball across goal.
The defence were unable to cut it out at the near post and COX , unmarked, tapped home from close range in the middle.
Wednesday had a close call in the 52nd minute. The ball bounced off Mattock near goal and fell towards Cox. Martinez dived in and seemed take the striker’s legs but the ref deemed that it was not a penalty. The Forest bench were furious, and Cox was incredulous.
Wickham had been kept very quiet this afternoon by tight marking. A problem for Wednesday had been an inability to get behind Forest either through the middle or on the flanks.
Perhaps in an attempt to find a solution, Stuart Gray replaced Mattock and Lee with Reda Johnson and Helan in the 62nd minute. Helan went to the left side, Maghoma to the right. Wickham did well to side-step defenders and get in a shot from 25 yards but it ran along the ground into Darlow’s hands.
Wednesday could not apply any sustained pressure and were finding it so hard to break down Forest, not helped by inaccurate final balls or set pieces at times, including a couple from Maghoma.
The introduction of Jermaine Johnson for Olofinjana in the 81st minute looked like a last throw of the dice for Gray. In general Wednesday had not looked like scoring this afternoon, and how Nuhiu must have regretted missing with that early header. In stoppage time Wednesday threw everything at Forest with Martinez going up for a corner at one stage.