Full-time from The Den
Having looked energetic and confident in the opening 45 minutes, the game turned on its head in the space of 45 second-half seconds when The Lions went desperately close to taking the lead via sub Aiden O'Brien, but a swift counter-attack saw Wednesday's Lewis McGugan fire the visitors ahead.
Further goals from Atdhe Nuhiu (72mins) and sub Stevie May (83mins) knocked the stuffing out of The Lions and although Diego Fabbrini scored his first for Millwall deep into injury-time, his effort was scant consolation on another night of bitter disappointment for the home fans.
It had all started so promisingly for Millwall as Gary Taylor-Fletcher, handed his full debut, combined well with Fabbrini twice in the opening exchanges.
It was following a neat flick by Taylor-Fletcher to Fabbrini that the Watford loanee was sent crashing to the ground in a central position around 25 yards out. Up stepped Michael Tonge to take the resulting free-kick, but his effort curled a yard over the bar.
On 12 minutes Taylor-Fletcher brilliantly controlled the ball following a diagonal pass from skipper Alan Dunne, but his delivery into the danger zone was cleared by the visiting defence.
Kamil Zayatte went into referee James Linington's book six minutes later for a clumsy challenge on Taylor-Fletcher and the striker was again involved in the thick of the action on 21 minutes. Fabbrini's deep cross was met by Lee Gregory who saw his shot superbly blocked by keeper Chris Kirkland. The ball fell to Taylor-Fletcher but his shot was cleared off the line and then left-back Dan Harding's follow-up was blocked as The Owls goal led a charmed life.
Taylor-Fletcher saw his exquisite 24th-minute back-heel hit the side netting from Martyn Woolford's through ball but The Owls gew in stature and confidence as the half progressed and it took a fine save from David Forde to avert the danger seven minutes before the break to deny Nuhiu, before Will Keane followed up but fired his shot over the bar with the keeper stranded.
Scorer: Fabbrini (90+3mins)
Sheffield Wednesday: Kirkland, Semedo, Palmer, Nuhiu, Lees, Zayatte, Maghoma (Helan, 90mins), Lee, Dielna, McGugan (Hutchinson, 74mins), Keane (May, 80mins). Subs not used: Wildsmith, Mattock, Maguire, Vermijl.
Bookings: Zayatte (18mins), Dielna (90+4mins)
Scorers: McGugan (52mins), Nuhiu (72mins), May (83mins)
Ref: J. Linington
Att: 8,568 (away 1,001)