After a dogged, valiant performance on the road, Wednesday's players trudged over towards the away end to salute their magnificent supporters.
The Owls' 5,900 plus travelling fans made a right racket at Stamford Bridge and stayed behind to acknowledge their heroes. They sang their hearts out.
"The fans were unbelievable," admitted caretaker manager Steve Agnew.
There was, though, to be no cup shock in west London. Chelsea's superior class told in the end as they secured their place in the FA Cup fifth round after a double from Willian and a classy solo strike by Callum Hudson-Odoi.
Steve Bruce is due to return from a pre-arranged family holiday on Monday, having watched the England men's cricket team slump to a heavy defeat in the Caribbean. Bruce was appointed Owls boss at the start of the year but officially takes charge of the Hillsborough club on February 1. Agnew and Stephen Clemence, his trusted assistants, have admirably held the fort.
Should the four-time promotion winner have seen the Owls in action on television at Stamford Bridge, Bruce will have been encouraged by their commitment and defensive discipline. They did not disgrace themselves by any means in front of the BBC1 cameras and pushed Chelsea for long periods.
But Agnew and Clemence could not give Bruce an ideal welcome home gift as the Blues proved too strong.
Driven on by their supporters, Wednesday settled quickly and created the first meaningful opportunity after 70 seconds. Barry Bannan stoled the ball off Mateo Kocic and laid the ball off to Adam Reach but his deflected strike was comfortably gathered by Willy Caballero.
Wednesday packed midfield and looked to stifle Chelsea's attacking talent, lining up in a 4-5-1 formation. They put men behind the ball and attempted to play on the counter attack. Sam Hutchinson, playing against his former club, fired over when well-placed as the Owls threatened to take the lead.
Having opted to rest some of their top perfomers, including N'golo Kante and Eden Hazard, Chelsea made a nervy start.
But the cup holders gradually found their rhythm. Highly-rated midfielder Ethan Ampadu drilled a right foot drive from long range well wide before Argentina forward Gonzalo Higuain, making his debut after arriving on loan from Juventus, beat the offside trap and steered an effort off target.
Then came the big talking point in the 22nd minute.
Joey Pelupessy, given the nod in midfield at the expense of Marco Matias, linked up well with Steven Fletcher and went down under a challenge from the covering Ampadu. Referee Andre Marriner awarded a penalty to the delight of the Owls' bench and away end.
However, the decision was correctly overturned by the Video Assistant Referee (VAR) system as TV replays showed Ampadu won the ball cleanly.
BBC pundit Danny Murphy said: "It was the right decision and that’s all we want. It’s a very good tackle. You could ask why we don’t have VAR at every ground.
To compound Wednesday's woes, Chelsea were given a spot-kick of their own 162 seconds later following a clumsy tackle by Hutchinson on Cesar Aazpilicueta. The Owls' players surrounded Marriner, who consulted with VAR but the call stood and Willian made no mistake from 12 yards, sending Keiren Westwood the wrong way to claim his 50th goal in Blues colours.
The Owls supporters, in good voice throughout, felt a sense of injustice by Marriner's decision, chanting '1-0 to the referee' and booed him off at half-time.
Willian's opener hit Wednesday hard and the visitors struggled to retain possession and put Chelsea under pressure.
Yet the Owls continued to defend deep and in numbers. They were well-organised and solid, limiting the Premier League giants to few clear-cut openings in a half where the Blues monopolised the ball but lacked creativity in the final third.
The pattern of the tie changed little after the break. Chelsea full-back Marcos Alonso galloped forward down the left flank before fizzing in a dangerous delivery which was deflected behind for a corner.
Reach put in a typically energetic, hard-working shift. His cross from the right clipped the outside of the post and went out for a goal kick in the 51st minute.
Although their approach play was slow and careless at times, Chelsea kept on passing and probing. Higuain should have done better with a header from 10 yards out after a lovely centre by Ampadu.
The hosts killed off Wednesday's faint hopes of a comeback by doubling their advantage in the 64th minute.
Bayern Munich target Hudson-Odoi, who put in a transfer request yesterday, raced on to a peach of a pass from Kovacic and showed some brilliant footwork to wrong-foot Morgan Fox and fire a fierce shot past Westwood.
The Owls freshened things up in attack, throwing on Fernando Forestieri, who made his first appearance in nearly two months, Atdhe Nuhiu and Lucas Joao.
But Agnew's side left themselves open at the back and Willian pounced in the 83rd minute, curling an exquisite shot out of Westwood's reach after brilliantly exchanging passes with substitute Olivier Giroud.
Willian, the best player on the pitch, almost completed his hat-trick in added on time but curled a shot agonisingly wide after another rapid attack.
Agnew added: "We are bitterly disappointed but the players gave everything in terms of effort and organisation."