Defensive midfielder Joey Pelupessy insists the Owls must stick together if they are to halt their alarming slump in fortunes.
Wednesday have fallen from sixth to 16th in the Championship standings after picking up just four points from their last eight Championship matches.
Speculation continues to surround Jos Luhukay's position as Owls boss following their downward spiral. Supporters called for the Dutchman's head following their miserable loss at Blackburn Rovers last weekend, a result which left them just five points above the drop zone.
Although Pelupessy accepts Wednesday are in a "difficult situation", he is confident the team will not get sucked into a battle for survival.
He told The Star: "In my opinion, we are not in a relegation battle.
"We are close, but it does not feel like that. Everybody knows if you lose more games, then you are very close, that's the thing.
"I don't think we are at the moment, but we have to realise we are very close and be aware. Good results are the thing."
Luhukay's men will be seeking a second successive home win when they welcome lowly Rotherham United to Hillsborough this Saturday.
"Winning is very important and at this moment, it is not about what kind of way you win, but more about winning," stated Pelupessy. "Of course, you want to play good football as well, but we are not really in the situation to only talk about good football or good play.
"Sticking together is the most important thing. If you don't, it is going to be really difficult every week. We feel that we are close and help each other and that is one of the most important things."
Victory over the Millers would ease the pressure on Luhukay and potentially put more distance between themselves and the bottom three.
Pelupessy said: "One hundred per cent, you feel more safe if you get some good results. And if there is a bigger gap, you feel more comfortable and maybe as players, we are more comfortable on the pitch and we can talk more about the tactical things and good football, rather that only just winning.
"First we have to win."
The Dutchman, signed from Heracles Almelo last January, said he understands the fans’ frustrations but claims the players are determined to put things right.
“You want to give wins and success to the club and fans and we are very disappointed about the results and last losses,” he said. “Bolton was a win and not a good game, but you have a good feeling and want to go on with that feeling.
“That is why we were very disappointed against Blackburn. Hopefully we can turn it around again.
“We, as a team, work very hard and do it together. That is the way you can turn it back to some success.”