Owls head coach Stuart Gray bemoaned his side’s lack of consistency in the wake of their 2-1 home defeat to Blackburn Rovers.
In front of new owner Dejphon Chansiri, Wednesday suffered their sixth Championship loss at Hillsborough to slip to 11th in the table.
The visitors established a two-goal lead thanks to two goals inside the opening 26 minutes from Jordan Rhodes and Adam Henley.
Owls substitute Chris Maguire reduced the deficit just after the hour mark but Blackburn held on for their first victory on the road since October 25.
Defeat came just five days after Wednesday’s 2-0 victory over high-flying MIddlesbrough.
Gray said: “We always seem to take two steps forward and three steps back.
“You can’t give a team a two-goal start. You’ve got to get that first goal.
“To concede from a long throw was disappointing. We lost Jordan Rhodes for the opener and nobody put a tackle on the right-back, allowing him to run 50 yards with the ball.
“We couldn’t handle Chris Brown up front. He was too physically strong for us. We didn’t have the intensity that we did on Saturday.
“Second half I can’t fault the boys. But I said to the lads why do we have to go two goals down before getting going.
“I thought Chris Maguire gave us a lift when he came on but you can’t keep playing catch up in the Championship.”
“It’s a disappointed dressing room because we missed a chance to get onto 49 points or not get beat.”
Gray, who said he was disappointed with referee Eddie Ilderton’s performance, will have to make two enforced changes to his side when they travel to Blackpool this weekend after confirming Jose Semedo and Kamil Zayatte picked up foot and hamstring problems respectively.