Carlos Carvalhal rued the Owls’ lack of fortune as they went down to an unmerited 1-0 defeat at Birmingham.
Gary Hooper had a second half header ruled out for offside, before Blues substitute Isaac Vassell scored to give the hosts the points.
But in the wider picture, the Owls could count themselves hugely unfortunate to return to Sheffield with nothing to show for a controlled and measured performance at St Andrew’s that only lacked a goal.
Carvalhal said: “We should have won this game. We had 17 attempts on goal, 62% possession and a goal disallowed that in my opinion was legitimate.
“Birmingham’s goal was also very tight and this is the way that football can go sometimes.
“But we will continue to play, continue to fight and we will go again in a big game against Leeds on Sunday.
“Do we feel sorry for ourselves? No. Will we fight? Yes.
“Of course, no one is happy at this moment because we lose two games on the row and this has not happened very often in the two and a half years I have been at Sheffield Wednesday.”
The head coach added: “So is this the most demanding period so far? Of course. But only two games ago we lose just one game in seven.
“We have now lost two games in a few days so of course no one will be happy. I am not happy, the players are not happy, the fans are not happy.
“We have a very important game on Sunday and we need the help of the fans at Hillsborough.”