Carlos Carvalhal’s troops occupy the final play-off position going into the last 12 matches of the season.
Wednesday currently boast a four-point advantage over seventh-placed Cardiff City, but they missed the opportunity to crank up the pressure on the top-two last Saturday, suffering a narrow loss at Preston North End.
Lees said: “It is really good to be involved in something like this for me personally. In the last few seasons, I’ve got to the last 10 games and the teams I’ve been in couldn’t go up or down. This time we are in a real position where we are fighting for something. The games get bigger, the crowd gets bigger. You look at Saturday and that was a massive game.
“It is something that is really good to be part of and as time goes on it will only get bigger and the pressure will mount. It will be interesting to see who manages to hold their nerve.
“I don’t think any team is going to go now until the end of the season unbeaten. Teams are going to drop points all the time. As it comes down to the last 10 games, there’s going to be lots of twists. Teams are going to go through dips so there’s still a long way to go.”
Lees, a League Two promotion winner with Bury in 2011, is convinced the Owls possess the strength in depth to seal a top-six finish.
“If you take Saturday away, we are probably the form team in the division,” he stressed. “We can’t forget that after one game.
“We are not going to think the season is over after one defeat. We have to make sure we start the run again on Tuesday.
“We have lots of reasons to be positive. We are on a good run, we are right in the play-off mix, have a great squad and lots of options.”