The Owls’ Development Squad went down 2-1 at Coventry in their second game of the new campaign.
Wednesday gave a good account of themselves in the Midlands but were undone by the hosts, who relied on a shade of fortune to take the points.
George Hirst might have put the Owls ahead inside five minutes but dragged wide when one on one with the keeper and the teenager had a strong penalty appeal turned down late in the game.
Warren Clarke did find the target for Wednesday but it was not enough to prevent defeat.
Wednesday: Kean, Percival (Stobbs), Penney, Murphy, O'Grady, Thorniley (Lee), Centeno, Hayford, Hirst, Clare, Clarke