Owls captain Glenn Loovens said he is proud of his teammates, despite losing the Championship Play-Off final to Hull City.
An exquisite long range strike from Mo Diame ensured the Tigers pipped Wednesday to the final promotion berth.
Defender Loovens said: “I’m really proud of the team and how far we have come. We’ve put Sheffield Wednesday back on the map and I think there’s a lot more to come.
“I think this team can go further on. The base is there and we’ve got a great bunch of lads and good staff too.
“The majority of players will stay. Quite a few of us have signed new contracts so I’m sure we will be pretty strong next season.
“Hopefully we will go all the way next season.”
Loovens, who has now lost twice at Wembley, said: “We’ve had a brilliant season, but in the end we’re empty handed so it’s hard to swallow. But that’s football. Sometimes it is not all positive.”
He was quick to praise the 40,000 plus Owls supporters who cheered them on at the national stadium.
“The fans have been brilliant for us all season, home and away,” he said. “We wanted to do it for them.
“Hopefully they will keep backing us and we will do it al together next season. Even when we have lost, they have still got behind us. They will have a big part to play next season.”