Stuart Gray says the Owls deserved something from a thrilling Championship contest at the iPro Stadium.
Wednesday went down 3-2 in the Midlands but only after Derby twice came from behind.
A late penalty settled matters and goalkeeper Keiren Westwood was sent off, which Gray felt was harsh.
He said: “I thought it was similar to the Wayne Rooney one the other night at Preston.
“The referee has a decision to make and I think we’ve been punished twice.
“Whether it’s a penalty or not, Kamil Zayatte was back to cover so I thought it was a yellow card if he was going to be punished.
“It was harsh but then I thought we deserved something from the game.
“We have pushed Derby all the way and they are a very good side who I think will get promoted.
“I’m disappointed because we’ve conceded all three goals from set pieces – two corners and a penalty.
“But we were much better than our last away game at Ipswich and we can travel to Millwall on Tuesday with plenty of encouragement to take from this game today.”