The Championship resumed following the first international break of the season and Wednesday emerged from Burnley with an unfortunate 3-1 defeat.
After David Jones gave the hosts an early lead and Atdhe Nuhiu levelled, the Owls went on to dominate much of an entertaining contest.
But against the run of play, the Clarets snatched the points with two late goals from Matthew Taylor and new signing Andre Gray.
Right from the start, though, Wednesday saw plenty of possession, but it was Burnley who opened the scoring on seven minutes.
Jones lined up a long range set piece and stepped up to deliver a rasping shot that curled away from Joe Wildsmith and into the net.
But Wednesday took the early blow on the chin before countering with a strike of their own.
A neat build-up 20 minutes in ended with Daniel Pudil aiming a peach of a cross into the danger zone where Nuhiu planted an unstoppable header past Tom Heaton.
The Owls went close to a second moments later when Fernando Forestieri had a header cleared off the line by Michael Duff.
The Italian then came close to profiting from a defensive mix-up ten minutes before the break but the Clarets hoofed clear, and play moved straight to the other end, where Wildsmith came to the rescue when Gray burst through.
Burnley almost went one better in the last action of the first half, Michael Gray blazing over the crossbar when the ball fell kindly from a corner.
The Owls threatened immediately after the resumption when Forestieri hit just wide of the target before Barry Bannan headed a Liam Palmer cross over.
Wednesday were in the driving seat and Nuhiu shot down the throat of Heaton following a mazy Forestieri run – but Burnley looked dangerous on the counter and Wildsmith was alert to thwart Gray who raced in on goal.
George Boyd was next to be denied by Wildsmith as the young keeper dived to keep out a fierce drive but he could do nothing to keep out a vicious Taylor volley 12 minutes from time.
To rub the salt, Burnley promptly struck again in stoppage time when Gray robbed Palmer in the penalty area before placing neatly beyond Wildsmith.
Wednesday: Wildsmith, Palmer, Hutchinson, Loovens, Nuhiu, Lees, Lee, Wallace (Matias 76), Pudil, Bannan (Joao 81), Forestieri