Sam Winnall rejected the chance to leave the Owls on loan in the January transfer window as the centre-forward is determined to prove his worth to new boss Steve Bruce.
Several clubs, including League One promotion hopefuls Sunderland, expressed an interest on deadline day in borrowing Winnall for the remainder of the campaign.
As revealed by The Star, Wednesday were open to letting Winnall go on a temporary basis to build up his match sharpness.
But Bruce, who kicked off his Owls reign with a 1-0 victory over bottom-of-the-table Ipswich Town last weekend, has revealed Winnall expressed a desire to remain at Hillsborough and fight for his place.
"There were one or two inquiries about Sam but, to be fair to him, he wanted to stay and prove himself to ourselves," said Bruce. "That was his response and that is fine by me. I have no problem with that."
Winnall, who enjoyed a productive loan spell at Derby County last season, has made four substitute appearances since returning to action following a lengthy spell on the sidelines due to injury.
However, the 28-year-old has not featured for Wednesday since their drubbing at Hull City on January 12. The Owls boast an array of attacking talent and Winnall, previously of Scunthorpe and Barnsley, has not been selected in the last two matchday squads.
Bruce said: “He is working extremely hard in training. He needs a few games, of course, but he is looking good again.
“He has had a tough time with injuries. He had an awful knee injury. Hopefully his injuries are behind him now.”
Competition for places is fierce in attack and Gary Hooper is poised to further increase their options later this month. The striker is edging nearer to a first-team return following a long injury.
Bruce said: "(Gary) Hooper is a couple of weeks off. All of them are starting to get back fit in (Fernando) Forestieri, Hooper and (Sam) Winnall, which is good."
The prospect of an attacking selection dilemma holds no fears to four-time promotion winner Bruce.
"There are always headaches in my job as you can only pick 11 so the other 15 to 16 players are not going to be happy," he said. "How you look after them and treat them is more important than how you treat the first-team."