Boss Carlos Carvalhal is demanding Wednesday be more ruthless after firing a blank at struggling Derby County.
The Owls paid the price for not taking their chances as their three-match unbeaten away run came to an end.
Liam Palmer and Fernando Forestieri, twice, came close to cancelling out Cyrus Christie’s 17th-minute opener.
But Alex Pearce’s strike dashed the visitors’ hopes of mounting a comeback and means Wednesday have managed to win just one of their last 22 trips to Derby.
“We had chances and didn’t score,” said Carvalhal. “I would be frustrated if we had come here and not created chances and just defended but it was the complete opposite.
“We moved the ball with quality and created chances and didn’t score. We must take our chances.”
The big talking point in the contest came in the seventh minute when referee James Linington elected not to award Wednesday a penalty after Derby skipper Richard Keogh clearly blocked Adam Reach’s shot with his arm on the line.
“It cost us the game,” claimed Carvalhal. “It made a big impact. It’s a game where after six minutes and 45 seconds there was an unbelievable decision.
“I don’t understand it. It was a red card and a clear penalty. You can see the image. The referee had a good view.
“It would have been a big plus to us if they had gone down to 10 men and we had scored the penalty. Even if we hadn’t scored the penalty, we would have been playing against 10 players.
“At that moment, we were playing very well and creating chances. We probably could have scored.”
Carvalhal, who made one change to his starting line-up, recalling Liam Palmer at right-back at the expense of Jack Hunt, could not fault his players performance.
“We must take a lot of positives,” he stressed. “We played with a lot of personality and showed a good attitude.
“We fought to our limits and played very well. We had more of the ball and created chances.
“Derby scored with their first attack in the second half.
“We were still trying right to the end to score and I’m happy with my players. I’m just unhappy with the final score. We finished the game thinking we are ready for the competition and will turn our focus on to the next game.”