Owls leading scorer Marcus Tudgay is targeting Southampton on Saturday to hit back after a disappointing 3-2 defeat to QPR on Monday.
The 26-year-old striker, who scored his 14th goal of the season at Loftus Road, is expecting a difficult test when the relegation threatened Saints visit Hillsborough, but realises the importance of a good response after back-to-back defeats.
He said: "We let ourselves down and we let our fans down and we have to put that right starting in our next game against Southampton.
"They're going to come at us fighting, they don't want to go down and they will come here with their heads held high, hoping to put on a good show."
The Owls remain 12th in the table but with three games remaining, Tudgay is hoping for a strong end to the season and finish as high up the league as possible.
"We all want to finish the season as strongly as we can, we took the lead at QPR but we weren't strong enough to keep it, we let it slip and got punished for it," he said.
"Let's put it right and give something back to the fans, we've let everyone down so let's make sure we put things right against Southampton.
"We'll be at home and we'll have the fans behind us. We're looking forward to the game and hopefully we'll get three points."