Back in August, the Owls became the first side in the Championship to topple Middlesbrough at The Riverside.
Wednesday are one of just three sides to defeat automatic promotion contenders Boro on their own patch this season.
And in order to take three points from Middlesbrough this weekend, Stuart Gray says his side must be at their best and perform at the same level as in the previous meeting.
Gray said: “Everybody put a shift in, we closed them down, we stopped them from playing and we have to do that again on Saturday.
“They are in good form but we want to build on the result we got the other night.
“We will have a lot of confidence going into the game, we are at our place and we want to start putting in the kind of performance we had in midweek at Hillsborough.”
Middlesbrough will come to S6 three points clear of third in the Championship following their 1-0 victory over Bolton on Tuesday.
On the game, Gray added: “We are looking forward to it and we will give them a good game
“They have got pace in the team and can hit you on the break but the onus is on us to attack them.
“It’s important we put in a good performance and get the result.”