A poor second half devoid of ideas saw the Owls head into the break behind to a penalty, but a determined last half hour earned Wednesday the win.
Goals from Callum Paterson, Saido Berahino and Barry Bannan won it, with Bannan having earlier missed a penalty.
Darren Moore must surely take great praise for three telling substitutions.
Here are our ratings from a freezing cold day at the Eco Power Stadium.
1. Picture: Andrew Roe/AHPIX LTD, Football, Sky Bet League One, Doncaster Rovers v Sheffield Wednesday, Eco Power Stadium, Doncaster, UK, 19/02/22, K.O 3pm Howard Roe>>>>>>07973739229, Doncaster's Reo Griffiths battles with Wednesday's Jordan Storey
Picture: Andrew Roe/AHPIX LTD, Football, Sky Bet League One, Doncaster Rovers v Sheffield Wednesday, Eco Power Stadium, Doncaster, UK, 19/02/22, K.O 3pm Howard Roe>>>>>>07973739229, Doncaster's Reo Griffiths battles with Wednesday's Jordan Storey Photo: Andrew Roe/AHPIX LTD
2. Bailey Peacock-Farrell - 7
Not much he could do with an excellent penalty. Shook off what looked like a little muscle tweak in the second half. Distribution good. Photo: Steve Ellis
3. Jack Hunt - 7
Continued his good form on the right, always showing and pushing at the Rovers backline. Some good delivery went unrewarded. Battled hard. Photo: Will Matthews
4. Ciaran Brennan - 5
In for his first start since the start of February, the youngster mixed some moments of real confidence with some hairy stuff. Off with 20 to go as he tired. Photo: Will Matthews