The Owls extended their unbeaten start under Steve Bruce to 11 games as they beat Blackburn 4-2 at Hillsborough.
Steven Fletcher marked his 100th appearance for the club with an early strike and Atdhe Nuhiu came off the bench in the second half to double the lead.
The Lancashire side created few openings but missed the ones they did until Craig Conway also made an impact as substitute to reduce the arrears.
But Wednesday recovered from that blow and marched back upfield, where Dominic Iorfa and a third substitute, Marco Matias, added to the goalfest.
Blackburn responded with skipper Elliott Bennett pulling another one back but the mountain was too steep to climb and the Owls emerged with the points.
The early throes of an entertaining clash proved bittersweet for Bruce, who saw Sam Hutchinson succumb to injury before his side promptly hit the front.
Hutchinson limped off with what appeared a muscle strain and a minute later on ten, Fletcher entered double figures for the season.
Iorfa played a teasing low cross right into the danger zone and Fletcher was on the spot to side-foot home.
The Owls were in command and both Sam Winnall and Adam Reach were a whisker away from connecting to Rolando Aarons’ low feed.
Reach forced David Raya into a near post save and then Wednesday went closer still, this time Michael Hector headed a Reach cross against the upright.
It was a blistering period of play from the hosts but Rovers crept back into contention, although they had to wait until five minutes before the break to fashion a shot on target.
Bradley Dack picked up possession on the left side of the penalty area, looked up and arrowed a whistling daisycutter goalwards that Keiren Westwood did well to parry clear.
Blackburn carved an even better chance ten minutes into the second half when Joe Rothwell picked out Danny Graham at the back stick but the striker nodded wide of the target.
And the visitors were made to pay for their profligacy as the Owls made it 2-0 on the hour.
Barry Bannan delivered an accurate free kick to the edge of the six-yard box where the advancing Nuhiu headed emphatically past Raya.
Wednesday were back in the ascendancy and Reach tried a speculative shot from almost halfway that sailed narrowly over.
But just as the game appeared to be heading towards a comfortable home win, Blackburn countered and halved the deficit on 72 minutes.
Rothwell broke down the left flank, cut inside and teed up Conway, who gave Westwood no chance with a fierce drive into the far corner.
Any prospects of a comeback, though, were extinguished 11 minutes from the end.
Another Bannan set piece caused problems in the Rovers rearguard and Iorfa was first to react with a hooked volley that flew into the back of the Kop net.
Still there was time for late drama with two goals in the last five minutes.
First, Bannan claimed his third assist of the day, nicely setting up Matias to finish low and hard, although Raya might have done better at his near post.
Blackburn went straight up the other end and pulled another goal back in a flash, with Bennett jinking across the area before slamming past Westwood but it was too little too late for Tony Mowbray’s men.
Wednesday: Westwood, Iorfa, Hector, Lees, Palmer, Reach, Hutchinson (Pelupessy 9), Bannan, Aarons, Winnall (Matias 55), Fletcher (Nuhiu 58)