Skipper Paul Butler broke the deadlock on 70 minutes as he rose high to head home Jonathon Douglas' cross.
Cresswell headed home Gary Kelly's corner with eight minutes to go and made it 3-0 at the end with a clinical finish from Simon Walton's low cross.
Graham Coughlan had Wednesday's best chance with a header which was blocked.
Owls boss Paul Sturrock:
"In the end the first goal was key, but I didn't feel it was a 3-0 result.
"I'm not downhearted and I've learned a few things today about my players.
"I've learned we are not a 4-3-3 team, but needs must today because we needed to get up there in their faces."
Leeds: Sullivan, Kelly, Butler, Gregan, Crainey, Miller (Walton 83), Douglas, Derry, Lewis, Cresswell, Blake (Healy 62).
Subs Not Used: Bennett, Pugh, Einarsson.
Booked: Gregan.
Goals: Butler 70, Cresswell 82, 90.
Sheff Wed: Weaver, Simek, Coughlan, Wood, Gilbert, Brunt, Whelan (Partridge 76), O'Brien, Hills, Burton, Tudgay (Corr 76).
Subs Not Used: Lucas, Bullen, Collins.
Booked: Gilbert, Simek.
Att: 27,843.
Ref: D Gallagher (Oxfordshire).