Owls boss Carlos Carvalhal was left ruing their wayward finishing after a goalless draw at Bolton Wanderers.
Wednesday missed a series of presentable opportunities to claim maximum points at the Macron Stadium.
The result extends the Owls’ winless Championship run to six matches but Carvalhal is confident they are heading in the right direction.
He said: “I am upset with the score. We missed a lot of chances. We could have scored three goals in the first 20 minutes.
“I am happy with the dynamic of the team. We are in a good way and playing good football. We didn’t make the mistakes we made in the last match.
“We worked hard and created chances but we didn’t score and that is the first time we haven’t scored since I arrived.
“If we had scored, the story of the game could have been different. But that is football.
“We are trying hard but the reality is we must score goals. That was all that was missing from our play.
“I hope against Fulham on Saturday we can take another step. If we keep playing like that, we will win more games.”
Carvalhal said he was pleased to keep a clean sheet but understands the fans will be frustrated at their poor run of form.
“Like us, the fans are not happy but at the same time they were very proud of the team and clapped us off,” he said. “We played well and our fans are enjoying how we are playing and that is important to us.
“Now I believe we are in a good way and took one step. We played more consistent today and are playing positive football. I believe something good will come in the future.”