The 26-year-old scored the Owls’ only goal of the game on Sunday in the 2-1 final day defeat to QPR, as he stepped up to take Wednesday's second penalty which he coolly dispatched past Joe Lumley.
Hector, who completed a clean sweep of Player of the Season awards, is set to return to his parent club with the conclusion of the 2018/19 Championship campaign, but insists he would like to be a Wednesday player again next season.
He said: “I have made it clear that I would be happy to stay but things need to be sorted out now the season has finished.
“There’s not much I can say (to Chelsea), it’s just whether the clubs can sort something out and hopefully I can continue here next season.
“Any team that the gaffer can put his stamp on, you know is going to be there or there abouts. Even in his small time here he has changed the philosophy of the club on a daily basis and for us it is just about building for the future and hopefully I can be here.
“Things have changed in my mind, definitely. I have made it clear that my next club I want to settle down and build a foundation and actually play week-in, week-out and enjoy my football and I have done that this season.”
Hector buried his penalty against QPR in front of the Kop after Fernando Forestieri earlier blazed one over the bar, and the defender says there was no doubt in his mind that he would take the second spot-kick.
“There was a bit of banter after the Aston Villa game, saying I should have taken the penalty and the lads were giving me a bit of stick,” Hector said.
“I wanted to take the first one but when he missed I thought if we get another one I have to take it, 100 per cent. Atdhe wasn’t happy but we spoke in the shower so everything is good.
“I knew the ‘keeper was going to dive early so I just had to wait for him to go and just put it the other side.”
And Hector’s willing to take a penalty certainly pleased his manager, as Steve Bruce praised his fellow centre-back.
“He has been the player of the year, so he has been good every week and it has been good for him,” Bruce said.
“When I saw him snatch it, I thought ‘good on you’. There’s all these centre-forwards who can’t take a penalty and there’s a hairy arsed centre-half smashing it in the net. Good on him.”