The Owls were undone at the last as Nottingham Forest scored the only goal of the game in stoppage time.
Despite dominating much of the contest, Wednesday fell short of penetrating the hosts’ backline and emerged with nothing to show for their toils.
The pattern was familiar throughout, with the Owls asking more of the questions from the first whistle.
Ben Hughes played in Alex Bonnington midway through the first half but the latter’s shot was pushed around the post by George Shelvey.
Isaac Rice then sent Hughes scampering in on goal and again Shelvey came to Forest’s rescue.
The closest Wednesday came was on the hour when an accurate set piece delivery from Conor Grant found a loitering Osaze Urhoghide at the back post but the defender’s header was just wide of the target.
And it was heartbreak at the last for the visitors, who were dealt a late, late blow. A loose ball in the area fell kindly to Julian Larsson, who drilled past Josh Render to seal a fortuitous win.
Wednesday: Render, Dawodu, Galvin, Thompson, Urhoghide, Rice, Hagan (Farmer 62), Waldock, Bonnington, Grant, Hughes