Carlos Carvalhal’s team stand just two matches away from playing at the national stadium for the second year in a row.
The Owls and Huddersfield Town will compete for a place in the Championship Play-Off Final over two legs on Sunday afternoon and next Wednesday night.
Many observers and bookmakers have tipped Wednesday, who finished above Huddersfield on goal difference in the regular league campaign, to be too strong for their Yorkshire neighbours.
But Owls coach Lee Bullen is refusing to take a place in the showpiece final for granted.
Bullen, who captained Wednesday to play-off glory in 2005 at Cardiff, told The Star: “The ‘W’ word is off limits. I think we have got to be very careful using it at the moment until we get over the hurdle of Huddersfield.
“I know people like to get excited and ahead of themselves but this league has a way of kicking you on the backside. Huddersfield will be keen to do that to us and we are keen to do that to them.”
The Scot is full of admiration for Wednesday head coach Carlos Carvalhal, who has led the club to back-to-back play-offs.
“The manager takes flak when things go wrong and the manager deserves credit when things go right,” said Bullen. “Up to now, Carlos has done an unbelievable job in the wake of the disappointment of Wembley last year.
“We have had to play games different because the opposition have changed the way they have play against us.
“We have had to adapt and find answers to the questions we have been asked.
“A good coach and manager often finds the solution to problems and Carlos has done that more often than not this season.”
Confidence is high at Hillsborough following Wednesday’s outstanding end to the season. Six straight victories in April enabled Carvalhal to claim his first manager of the month award and culminated in the Owls securing a play-off place with a match to spare.
Bullen reckons Wednesday go into the end-of-season lottery as the favourites to seal promotion but insists they must not become complacent.
“I’m confident in this group of players,” he said. “We are putting last year’s experience to good use this year.
“I think if you asked anyone at the beginning of the season who would be up there they would have said Newcastle, Brighton and Wednesday, Norwich and Aston Villa. Absolutely.
“After that, there is usually one or two who come out of the pack.
“There have been one or two surprises there but ultimately the four teams who are in the play-offs fully deserve their chance to get promotion.
“All four teams deserve to be where they have ended up and will all fancy their chances of getting to Wembley and taking that last step to get to the Premier League.
“It will be very tough but we are happy with where we are. We have got very good players. I think the other teams are going to be very difficult opponents whoever we play and that starts with Huddersfield.
“Huddersfield will fancy their chances. They’ve had a tremendous season. As the season has worn on, you can see why they have done so well. They’ve had a little bit of a rough spell over the last few weeks but that all goes out of the window over a two-legged cup tie.”
Bullen is confident the Owls can last the distance in the race for promotion.
He said: “They (the players) have had to stand up to various questions this year but have proved themselves over and over again.
“They have got two more big questions to come against Huddersfield but I’m confident we will find the answers.
“We have to keep calm and show our experience. We have to trust in each other as a group of players and staff.
“Hopefully things will go for us but I’m sure we will get some decisions that go against us and we have to stand up to those little things. We have to make sure we back each other up.”