Martin O’Neill let the striker join the Yorkshire club for a month in order to provide the England under-21 international with first-team action.
Wickham made his Wednesday debut as a 33rd-minute substitute against Derby County over the weekend, helping his side come from two goals down to secure a 2-2 draw.
Connor Wickham: “I need to play games and after speaking to the manager and with the size of the club, I jumped at the chance to come here.
“It’s always important to have the manager’s backing and hopefully I can come here and make an impact.
“As a striker you want to score in every game. I want to come here and show everyone what I’m capable of.
“My confidence is high and hopefully I’ll add another dimension to the team.”SHEFF WED 2 DERBY CO 2
Leroy Lita continued to prove his worth to Sheffield Wednesday by helping them fight back from two goals down to earn a point against Derby at Hillsborough. lLita, on loan from Swansea, kick-started the Owls' revival by tapping in from close range to take his tally to three in three following his move from south Wales after Derby had surged into a 2-0 lead.
The Rams opened the scoring in the 23rd minute when Jeff Hendrick finished a nice passing move by firing low past Chris Kirkland and Jamie Ward doubled the lead from the spot following Miguel Llera's foul soon after the restart.
But after Lita's lifeline, Llera atoned for his misdemeanour by heading Wednesday level from good work by Michail Antonio in the 56th minute.
Wednesday looked the most likely to go on and win it as debutant Connor Wickham was denied by a good save by Adam Legzdins, but they had to settle for a point which extends their unbeaten run to five npower Championship games.
Nigel Clough's men are also enjoying some good form, unbeaten in four, though they have slipped off the play-off pace.
They arrived at Hillsborough without a win in their last three away games but they showed no signs of travel sickness and they settled well.
Ward, a former favourite across the city at Sheffield United, brought a low save out of Kirkland very early on, with the Owls keeper palming away a skidding effort well.
But Derby were not deterred and went ahead midway through the first half.
A fine passing move ended with Hendrick playing a one-two with Ward on the edge of the area and slamming a low shot into the corner, with Kirkland only able to get a hand on it.
Dave Jones' side were unable to show any of the fervour they displayed in despatching Brighton last week, though the home fans were given something to cheer as Friday's loan signing Wickham made his debut from the bench following an injury to Keiran Lee.
Top scorer Antonio tried to inspire his side with a speculative effort from distance, but Legzdins had no problems keeping it out as Derby saw out the first half with ease.
And three minutes after the restart they strengthened their position following Llera's foul on Ward and the striker dusted himself off and doubled the Rams' lead from the spot.
But that stirred the hosts into action and they got themselves back in it three minutes later when Lita netted by reacting first to a loose ball from a corner.
The momentum of the game had totally shifted and the rampant hosts levelled in the 56th minute.
Antonio got the ball on the right, jinked away from his marker and sent a pinpoint cross for Llera to head home in front of the Kop.
Wednesday sensed a winner could be on the cards, with Wickham and David Prutton both going close but it ended all-square.WEDNESDAY FIXTURES Birmingham City v Sheff Wed Sheff Wed v Crystal Palace Sheff Wed v N Forest Watford v Sheff Wed Leicester City v Sheff Wed