Brian Laws and skipper Steve Watson - handed the armband last Saturday - both called on the fans to "get behind the team" when the Owls go in search of that first win against Burnley at Hillsborough tonight.
"We are mainly a young side and need that support but we need it more than ever in this situation," said Laws.
"Those at Preston were magnificent and supporters aren't daft, they know if you're giving your all and, if you do that, they will support you.
"Hillsborough can be a cauldron, it can be hostile and we'd love it to be hostile for the right reasons. We need a helping hand from the fans and the way I know they support the team, I'm certain we're going to get.
"We will remain positive, we will be committed to attack and I want that to lift our fans. If we can get off the mark, you can be sure they will have played their part," he added.
Watson, who said he was "delighted and honoured" to be made captain, called on everyone to pull together.
"The away support was fantastic on Saturday and we are going to need that now at home," he said.
"I've supported teams on bad runs and know what it's like but we're all in this together. Yes, we hear about side issues but we have to concentrate on getting results for this football club and we want the fans to put things aside and concentrate on getting behind the team for 90 minutes tonight."
Watson said just one win can get a team going by instilling belief and can spark off a run.
"We're playing some good football and I'm not sure we can create much more than we have done and I'm sure we're not far off.
"But a scrappy goal, a lucky break will do, in fact, I'll take a rubbish 1-0 win if I have to but we've to roll up our sleeves because we've two massive games coming up."
Laws hopes that last season's experience will serve as a something of an omen this time.
The Owls began 2007 with a run of five successive defeats, the last one against Preston and the run ended when they took a point from - Burnley at Turf Moor.
"I hope it's a win this time," said Laws whose playing career began at Burnley back in 1979 and he made over 120 appearances for the Clarets.
The season before last, Wednesday opened without a win in their opening six games and then recorded their first win at home to Leeds.
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FANZONE: YOur views on the Wednesday situation.