Stuart Gray was disappointed with the way in which his side defended during the 3-0 defeat to Wolves on Tuesday.
The hosts ran out comprehensive winners but the Owls’ head coach believes the scoreline could and should have been wholly different.
He said: “I’m not happy with the penalty because Claude Dielna has got the ball. But we have to defend crosses better than we did.
“It’s unusual for us to concede three goals because we have been compact, we have been tight.
“But if you give good players space they will hurt you. We didn’t defend the cross for the second goal, the boy Afobe has the volley and the ball is in the back of the net off the post.
“For their third goal, I don’t think we put a challenge in and Henry has delivered a great finish.
“Overall, we did some good things with the ball but you have to do the ugly things as well and we didn’t do that tonight.
“We’ve had our chances, we didn’t take them, and we have lost the game far more heavily than the play of the game reflected.”