Marco Matias is convinced the Owls can cause an FA Cup upset in the fourth round.
Wednesday will be big underdogs when they go to Premier League big boys Chelsea on Sunday evening, kick-off 6pm.
The Blues, the cup holders, are fourth in the top-flight but are expected to rest a host of their top players.
Regardless of what team Chelsea selects, the odds will still be stacked against the Owls overcoming Maurizio Sarri's star-studded side.
Nonetheless, Matias believes Wednesday are capable of dumping the Blues out of the competition.
Asked about the possibility of causing a cup shock in the televised clash, the Portuguese forward told The Star: "Why not? We play to win. We don't play to draw or lose. Anything is possible.
"It is an exciting tie for the fans, the club and everybody. The fans want to see Sheffield Wednesday playing against the best teams in England.
"We try to always do our best to get promotion because we want to play these teams every week. We want that for the club and the supporters because they deserve that."
It will be the first time Matias has played at Stamford Bridge in his career.
The 29-year-old, out of contract at the end of the season, added: "It will be a nice game against a big team. Everyone wants to play in that game."
Atdhe Nuhiu's poacher's finish against Luton set up the glamorous Chelsea tie, which will be broadcast live on BBC1.
Even if the Owls lose to Chelsea, The Star understands Wednesday, who will again be led by caretaker manager Steve Agnew as Steve Bruce is not due to take over until February 1, will pocket in excess of £500,000 from their cup run.