Stuart Gray rued his side’s ability to put the Charlton game to bed following the 1-1 draw at Hillsborough on Saturday.
The Owls had chances to build on Caolan Lavery’s first half opener but were ultimately pegged back by a leveller from Johann Berg Gudmundsson.
And Gray said: “That’s the only thing we were missing today, that final piece of the jigsaw.
“We’ve had chances to score again, we’ve hit the woodwork twice, we’ve done everything but score that second goal.
“We were watching the Derby against Brentford game before ours and Brentford had all the play but couldn’t get the second goal.
“That’s what happened to us today.”
The best opportunity fell to substitute Atdhe Nuhiu six minutes from time but the big striker nodded wide from a Stevie May cross.
Gray said Nuhiu should have converted but insisted the team win, lose and draw together.
He added: “Atdhe’s got to score because he’s a striker. But he didn’t, he’s come into the dressing room and apologised but he hasn’t missed deliberately, no player does.
“We have a very tight knit dressing room and we stay together, no matter what the result.
“The most important thing is we are creating chances, I would be worried if we weren’t.”