Carlos Carvalhal said circumstances in and out of his side’s control meant the Owls failed to come away with three points following their 2-1 defeat to Brighton at the Amex.
The home side took the lead through Anthony Knockaert but were pegged back when Lewis Dunk put past his own goalkeeper.
Glenn Murray was sent off for the Seagulls for handballing in the area, but Fernando Forestieri’s resulting penalty was saved by David Stockdale.
Despite a dominant second half from Wednesday, Brighton re-took the lead, Knockaert sliding home a cross to complete the scoring.
The Owls then lodt two men late on, Steven Fletcher seeing red for an off-the-ball incident and Sam Hutchinson following for a second yellow card offence.
Carvalhal said: “We must win this game.
“It was a case of some things we cannot control and some things that we must control.
“We can’t control the missed penalty, because these things happen in football.
“But we must control the red cards, this is something that cannot happen.
“We did everything to win the game, just like we do against every team in this competition, we would not have been happy with a draw.
“The substitutions we made show how much we tried to win this game.
“The second half we played very well, but the circumstances with things in and out of our control meant we didn’t win the game.
“We wanted three points but unfortunately we didn’t achieve this.”