Anyone who was not there may assume that this was another free-flowing victory for Wednesday after their 6-0 hammering of Leeds.
But they were given a scare by Macclesfield before sealing their place in the FA Cup fourth round.
The Owls were given a third-minute lead by Chris Maguire and were on top until Sheffielder and Blades fan Scott Boden stunned them with a 65th minute penalty equaliser.
Six minutes after that blow Damian Martinez made a wonderful save from Scott Kay, who hit the bar from the rebound.
But the introduction of Jermaine Johnson as a sub helped to the turn the replay back the Owls’ way.
He made the second goal for Jacques Maghoma and struck the third himself. Miguel Llera added a fourth with a header and made it a rather flattering scoreline for the Owls.
Many home fans waited to applaud the Conference side after the final whistle and appreciated that the place against Rochdale in the last 32 had been hard earned.
Stuart Gray made two changes to the side that started against Leeds: Martinez replaced the rested Chris Kirkland while Jeremy Helan came in for the unavailable Connor Wickham.
Maguire took Wickham’s central role alongside Atdhe Nuhiu, so Maghoma moved to the right and Helan had the left-wing spot that he occupied at Macclesfield.
Although the Kop and Grandstand were closed - normal for Hillsborough ties against lesser teams - the occasion was given an atmosphere by the home fans in the South and North stands and the away following who filled around half of the Upper West seats.
In only the third minute, Maguire cut inside from the left and took advantage of the space he created by beating Rhys Taylor at his near post with a low drive into the bottom corner from the edge of the area.
That was also the Scot’s third goal in his last four appearances for the Owls and he looked full of confidence again after that early strike - reflected in a terrific shot that flew past the angle.
Macclesfield showed some pluck coming forward, without doing any damage, then it was Wednesday probing, looking for the second goal.
Nuhiu, who has been playing with injections and strapping on his injured shoulder, hurt himself again in falling after getting his head to a good cross from Liam Palmer.
The striker, obviously in pain, received treatment and carried on.
A cross by Nuhiu after delightful teamwork let to another powerful effort by Maguire and a clearance from the goalmouth.
Wednesday were as cohesive in possession as they had been in the draw at Moss Rose. But this time they wanted more than a 1-0 lead at half -time.
Macclesfield managed their first shot in the 29th minute: well hit from 18 yards by the left foot of winger Jack Mackreth, into the arms of Martinez.
The Owls missed the cutting edge provided by Wickham - but Maguire was doing his best to remedy that. He took a lovely ball from Palmer and had a crack from a narrow angle but dragged the ball across goal.
A reminder that they could not feel comfortable while ever their lead was so slender came for Wednesday in the 35th minute.
Danny Whitaker - who forced a brilliant save from Martinez in the first encounter between the clubs - hit a decent shot from 25 yards and it was not far wide.
At times the home team’s final ball was found wanting, and it was one reason why chances had been hard to come by - that, plus diligent defending by Macclesfield, who worked hard to close down and get men behind the ball.
A shaven-headed Joe Mattock came for Reda Johnson at half-time and his cross was headed back by Nuhiu to Maghoma, who mis-hit a half-chance on the turn.
Maghoma slightly over-hit a through ball when he could have sent Maguire into space; Taylor reached the ball first, then was lobbed by Maghoma but it was over the bar.
Taylor then blocked Maguire after a defensive error gave the striker a sniff, and Maguire knocked a difficult near-post opportunity wide after a great run by Palmer
Macclesfierd needed a break if they were going to get back in this game - and they got one. Sub Chris Holroyd kicked the ball against Mattock just inside the box and the linesman flagged for a penalty. Wednesday protests were in vain, and Boden sent Martinez the wrong way from the spot, in the 65 minute.
The Silkmen and their fans were inspired, and six minutes later only Martinez kept Wednesday level: he made an amazing block from Scott Kay, who had been presented with a close-range chance; Kay should have scored from the rebound but hit the bar.
That signalled the arrival of Jermaine Johnson to boost the now-rattled Owls, and he created the breakthrough: In the 77th minute he nipped past an opponent and set Maghoma free with a perfect ball to the left. Maghoma ran on and smacked his shot into the far bottom corner. Owls fans could breathe again.
Maguire brought a terrific one-handed save from Taylor, normal service was resumed and a third goal was the.killer in the 85th minute.
Llera knocked a long ball up to Maghoma, he played a pass to Johnson and from 25 yards JJ smashed his drive into the bottom corner.
As Wednesday played with freedom again, sub Rhys McCabe crossed and Miguel Llera netted a header via a deflection in stoppage time.
OWLS: Martinez 7, Palmer 7, Llera 7, Loovens 7, R Johnson 7 (Mattock ht 7), Maguire 8, Lee 7 (McCabe 83), Semedo 7, Helan 6 (J Johnson 65, 8), Maghoma 7, Nuhiu 6. Subs: Kirkland, Corry, McPhail, McKenzie.
SILKMEN: Taylor 7, Halls 7, Connor 7, Williams 7 (Martin 88), Andrew 7, Mackreth, Whitaker,Turnbull 6 (Holroyd 60), Winn 6 (Rowe 60), Halls, Kay, Boden. Subs: Branagan, , Bolton,, Kissock, Lewis.
Goals: Maguire (3), Boden (65 pen), Maghoma (77), J Johnson (85), Llera (90+1).
Referee: Nigel Miller (County Durham)