Carlos Carvalhal rued his side’s fortune following the goalless draw with Bristol City at Hillsborough on Saturday.
Barry Bannan saw a second half penalty appeal waved away following a challenge from Joe Bryan to cap a frustrating afternoon for the hosts.
And Carvalhal said: “I have seen the video and in my opinion it is a penalty. There is no reason for Bannan to go down when he is in front of the goal about to shoot.
“This was the same situation with Steven Fletcher at Derby, there is no reason to go down.
“We have played 17 games now and not had one penalty kick. These small things make a big difference.
Wednesday kept a welcome clean sheet against free-scoring City but Carvalhal was far from pleased with the draw, adding:
“The clean sheet is good because for the last two years we have had a strong foundation of clean sheets.
“But we wanted all three points, we did not want the draw. We had some chances to score, they had some chances to score so there was balance.
“Over the last few games we have been adding points and we have one more today so let us see how important it could be when the accounts are finished.”