Garry Monk hailed the grit and determination of his players following the 0-0 draw with Watford, saying the only thing missing was perhaps a little more composure.
Chances came and went for both sides, although a dominant Wednesday first half display might have put down a platform for victory.
The Hornets hit back late on, when Cameron Dawson excelled for the Owls.
Monk said: “The will to win of the players is great. Maybe that frantic desire to win leads to the need for a bit more composure but that will come.
“Out of all the teams in the Championship we probably have the biggest challenge of all but these players are meeting that challenge head-on and I am proud of them.
“They are giving their all and I can’t ask for anything more. Watford are a very good side with quality all over the pitch and we could have won that game.
“But we have the clean sheet and a point – the first rule is if you don’t win then you get a point and we have done that this afternoon.”