The 27-year-old has not played a senior match since last February when an anterior cruciate knee injury cut short his season-long loan spell at Derby County.
Since recovering from knee surgery, Winnall has sustained calf and hamstring problems.
Although he scored on his return to action with Wednesday's Under-23s in October, Winnall then picked up a hamstring knock in his second outing for Neil Thompson's side.
Winnall posted on Instagram: "This challenge I have faced in the form of an injury has been the hardest I have ever come up against but I'm fighting every day mentally in the gym, on the grass to get back on the pitch in even better condition.
"It has made me hungrier for more wins, more goals and more success. Hopefully the tap ins aren't too far away now."
Owls boss Jos Luhukay recently told The Star that the former Barnsley forward is "working to get back from his injury" but declined to say when he will next be available for selection.
Winnall has previously said he hates watching from the stands.
"I'm not very good at watching football, " he said. "You kick every ball and you get involved in every tackle. You are always thinking 'what would I have done there' and stuff like that.
"It can be quite difficult being a spectator but that is part and parcel of when you are injured. You have got no other option."