A Dion Dublin strike finally gave Coventry their first Premiership win since the opening day of the season - but it was the return of Gary McAllister which lifted the Sky Blues out of the doldrums.
Dublin's delightful 75th minute finish was not enough to lift City from their place one off the bottom in the top flight, but a McAllister-inspired performance will have done wonders for City's confidence.
McAllister, who spent 10 months on the sidelines with a knee ligament injury, was the spark for a 15-minute purple patch midway through the first half and his thunderbolt special in the 17th minute nearly caught Sheffield Wednesday goalkeeper Kevin Pressman unawares as he only just parried the ball.
Coventry then created a succession of chances, with the clearest coming in the 25th minute, when Noel Whelan rifled in a near-post drive which Pressman pushed around the post.
McAllister was just as active after the break and set in motion a three-man move around the edge of the Wednesday area which resulted in Whelan's angled run on goal and a point-blank save by Pressman.
Darren Huckerby joined McAllister in the 65th minute - he had also been out with a knee ligament problem. But it was a Roland Nilsson cross, after good work by Whelan, which was whipped home by Dublin for the winner.
COVENTRY CITY: Hedman, Nilsson, Shaw, Breen, Edworthy, McAllister, Boateng, Telfer (Huckerby 64), Froggatt, Whelan, Dublin. Subs Not Used: Ogrizovic, Williams, Soltvedt, Hall. Booked: Telfer. Goal: Dublin 74.
SHEFFIELD WEDNESDAY: Pressman, Atherton, Jonk, Walker, Carbone (Whittingham 82), Booth, Humphreys, Briscoe, Thome, Alexandersson, Sonner. Subs Not Used: Clarke, Newsome, Magilton, McKeever.
Referee: D Elleray (Harrow-on-the-Hill).
