A dismal match burst into life when Lee Naylor cut the ball back and Anderton steered the ball home from 12 yards.
Wednesday responded but Graham Coughlan's header flew past the post and Wolves went 2-0 up when Miller pounced in the box after 62 minutes.
Chris Brunt came close for Wednesday but Wolves finished the match strongly.
Wolves boss Glenn Hoddle:
"We really let ourselves down against Reading on Boxing Day and I asked the players to respond in a positive way.
"We upped the work rate and got our just reward. It was about the result and starting on another run."
Sheff Wed: Weaver, Coughlan, Wood, Simek, Gilbert, Whelan, O'Brien, Adams (Brunt 53), Eagles, Corr (Peacock 63), Graham (Partridge 78).
Subs Not Used: Hills, Diallo.
Booked: Gilbert, Brunt, Simek.
Wolverhampton: Postma, Naylor (Huddlestone 87), Lescott, Craddock, Edwards, Cameron, Kennedy, Anderton (Ince 73), Seol, Ganea, Ndah (Miller 54).
Subs Not Used: Oakes, Ross.
Booked: Cameron, Seol.
Goals: Anderton 34, Miller 63.
Ref: M Jones (Cheshire).