Wednesday’s Capital One Cup journey ended at the first hurdle on Tuesday, with a 2-1 defeat by Rotherham at The New York Stadium.
Goals from Ben Pringle and Lee Frecklington either side of Rhys McCabe’s well-placed free kick sent the Millers through to the next round.
Any hopes of an Owls comeback were dealt a blow late in the contest when Jermaine Johnson saw red after a clash with Pringle, to cap a fruitless night for Wednesday.
There was plenty of noise inside The New York Stadium at kick off as Wednesday enjoyed early patches of possession.
The Millers were first to pose a real threat at goal when Alex Revell sent Matt Tubbs scampering through on goal, only for Chris Kirkland to deny the striker with an improvised save from close range.
There was little Kirkland could do, though, moments later as Pringle blasted the hosts in front.
From a long throw, the ball sat up nicely for the midfielder fielder on the left, whose angled half volley positively flew into the top corner, giving the Millers an early advantage.
The momentum was with the home side as Wednesday struggled to offer a reply following the opening goal.
But out of the blue, the Owls were back on level terms on 22 minutes.
There seemed little on for McCabe with his free kick from over 30 yards but the Scot’s strike had pace, power and accuracy, and nestled nicely in the bottom corner to put Wednesday level.
Both sides were looking lively in the final third as half time approached and Rotherham made their pressure count five minutes from the interval.
Frecklington took control of a bouncing ball outside the 18 yard box and thumped a sweet strike past Kirkland to regain the Millers lead.
Gary Madine and Jermaine Johnson were introduced to the action early in the second half to freshen up the Owls attack.
There was little in terms of action in front of either goal after the break up to the hour mark, save a McCabe free kick that whistled just over the crossbar from the edge of the area.
Things took another turn for the worse for Wednesday on 75 minutes when Jermaine Johnson saw red after a coming together with Pringle.
From that point, the ten men of Wednesday were up against it, with Rotherham defending well in the late stages.
Still Wednesday continued to press forward as Jeremy Helan fought off his marker before teeing up Madine, who fired over from 18 yards.
Five minutes of added time were indicated but Rotherham held out to advance to the next round, with the Owls now having to dust themselves down for Burnley at Hillsborough on Saturday.
Rotherham: Shearer, Bradley, Morgan, Arnason, Skarz, Agard (Noble90), O’Connor, Frecklington (Tidser 72), Pringle, Revell, Tubbs (Worrall 80)
Owls: Kirkland, Palmer, Gardner, Zayatte, Floro (Maguire 70), Antonio, McCabe, Prutton, Helan, Nuhiu (Madine 52), Maghoma (J Johnson 58)