Skipper Glenn Loovens says Wednesday must now dust themselves down and look forward to a huge game at Hillsborough next weekend.
The Owls host a Norwich side who are in the chasing pack behind sixth spot and the captain says this game is the only focus for the squad.
Prior to back to back defeats against Brentford and Leeds, the Owls had won four successive Championship games and remain strongly positioned in the top six.
Loovens said: “We have a good group and we know what we can do.
“Football is what we do, it’s what we are used to. We don’t have any nerves, we are just looking forward to the next game.
“We take it game by game, there is no point looking too far ahead.
“Norwich is the first one, we want to make sure we go back to Hillsborough and get back to winning ways next week.
“Only then will we look to the game that follows.”
Loovens added: “We have to put the Leeds result behind us and move forward.
“It was a derby and a big game for both teams. It was always going to be tight but like I said before, I think we deserved more out of the game.”