Varney, signed on loan last week in time to make his debut off the bench in the Owls' goalless draw with Swansea, has not played first-team football since January due to injury and illness.
Varney told the club's official website: "It's been difficult for me since Nigel Clough has come in. I picked up a groin injury which was a nightmare and I was never 100%.
"I've had a couple of illnesses which is unlucky and he's not really seen me, so it's been difficult, but if I can come here, enjoy myself and they're watching then that's great."
The 26-year-old added: "I want to play well, hopefully score a couple of goals and get my own confidence back up.
"But if I can help Sheffield Wednesday in the process, then that's great for me - it's a massive club and I'm really pleased to be here."