For the first time in any competition at first team level, the Owls are set to face Burton Albion on Tuesday evening.
Burton – who were promoted from League 1 last season after finishing in second spot – are searching for their first points at Championship level.
While the Owls head into the game as favourites, head coach Carlos Carvalhal says his players must be at their best and fully focused on their jobs.
“In this moment I am sure we will do what we must do.
“We will fight for the three points and everybody know the correct attitude, the correct behaviour and what they must do to try to win this difficult game.
“We want to do better and better, improve the team but so far I am very happy.
“We must have proper focus for this game, we have prepared the players and are ready to give a good answer.
“This will be a very, very different game to the other two games. To win the points, we must be at our highest level.”
Burton have slipped to back to back defeats since their elevation to the second tier, though Carlos is wary of the threats they will bring in a difficult environment, as he explained:
“It will be very, very different, first because they play a different way, the pitch is smaller, they have lost their first two games but have a very good team.
“They put a lot of problems to the opponents, they have strong points and we must be very clever to close the good things that they have.
“Like all the teams, they have some weak points and we will try to explore.
“But we feel our players are very strong after these two games, full of confidence but we are with proper focus to this game. We are ready to give a good answer.”