Darren Moore was left frustrated at both ends of the pitch after Wednesday conceded all three points to an added time Plymouth winner at Home Park.
The Owls boss told the club website: “To lose the game in the last minute is a bitter pill to swallow … and more so in the manner we lost it.
“Looking at the game, it was a quick start by them and an excellent response by us, we got back in the game and from there I felt it was a dominant Sheffield Wednesday.
“We have seen teams come down here, roll over and struggle to withstand the atmosphere but for large periods you heard this place quiet.
“We had wonderful opportunities but the boy Cooper in goal, he’s having an outstanding season as he did last year and he’s pulled off some magnificent saves and we’ve also hit the post twice.
“As the game wore on it was just about doing your jobs and unfortunately right at the last minute we have switched off and paid the price.”
He added: “We created enough tonight to win the game, so that ruthless finishing and concentration at the back has cost us.”