A Josh Windass penalty was enough to give the Owls their second win in as many seasons at Stadium:MK, with solid performances throughout the side after Darren Moore shuffled his pack to make four changes.
Over 6,000 Wednesday fans were there in fine voice to roar their side to what felt like an important, season-starting win after that opening day draw.
There were periods of domination from the boys in yellow, there was the odd hairy moment in there, too. But what of our player ratings from a sun-baked afternoon in Buckinghamshire?
Take a leaf through our take on how each Wednesday player performed..
1. Josh Windass scored a first-half penalty..
..and it was enough for Sheffield Wednesday to take the points. Photo: Steve Ellis
2. David Stockdale - 9
Made an excellent save to deny Grigg in the first half, overshadowed by a belting double save in the second and a later worldy. Any criticism from week one long forgotten. Also, as time waned, offered experience in communicating with those around him. Given the context of the game, man of the match. Photo: Steve Ellis
3. Michael Ihiekwe - 7
Looked comfortable on the ball and calm in defence. Booked in the first half for an ugly mistimed one but rode the wave nicely. Photo: Steve Ellis
4. Ben Heneghan - 8
Strongest in the air across the whole game, he did the simple things well and was a threat at set pieces, not least when he nearly nodded a Bannan corner home early in the second half. As the game wore on and MK Dons began to dominate, Heneghan came into his own to continue a fine start to life at S6. Photo: Malcolm Bryce