The Owls had the better of the possession, but were unable to find goalscoring opportunities, and registered just one shot on target across the duration of the game.
Speaking after the loss, caretaker manager Neil Thompson claimed his side are determined to bounce back this weekend, and said: "We’ve all got to be strong, everybody at the club, to get us back on the right track.
"This is football, you have these challenges when you get beat."
"We haven’t got too much time to think about it because we’re back down here to Luton. I thought in general we had a positive response from the weekend, but you’re playing against a top, top team in this division. They can hurt you, and they did tonight."
Wednesday are back in action on Saturday afternoon, when they take on Luton Town - a side ten points above the Owls in the table, who have beaten them 1-0 in their last two meetings.
Here are today's biggest transfer stories and the latest team news involving Sheffield Wednesday and the rest of the Championship, following an action-packed couple of days of midweek action:
1. Pearson discusses new local rival
Bristol City's new coach Nigel Pearson has addressed Joey Barton being appointed as the Bristol Rovers manager, branding him a "very intelligent man" and backing him to succeed with his new side. (Bristol Post) Photo: Michael Steele
2. Woodgate's popularity seals job offer
Bournemouth interim boss Jonathan Woodgate has hinted that his rapport with the playing staff gave him the added edge to land the job until the end of the season. His side are currently sixth in the league table and looking to land a play-off spot. (Mirror) Photo: Clive Rose
3. Boro boss reveals Johnson's frustrations
Middlesbrough boss Neil Warnock has revealed that winger Marvin Johnson has been unimpressed with being left out of the team recently and adopted a "sulky face", but credited him for his impact off the bench last weekend. (The 72) Photo: George Wood
4. Bees star eyeing injury recovery
Brentford ace Rico Henry has vowed to return to action "better and stronger than ever", after suffering a hamstring injury which looks set to rule him out of action for at least two months. He was linked with Leeds last summer. (Football League World) Photo: Clive Rose