A superb last-minute goal from substitute Darren Garner handed Rotherham three points in a fiery South Yorkshire derby at Hillsborough.
The Owls are still looking for their first win of the season after Ronnie Moore's battling Millers produced a repeat performance of last season's 2-1 victory at Hillsborough.
A pulsating first half saw Craig Armstrong get the home side off to a flying start after just eight minutes only for an Alan Lee spot-kick to cancel out Wednesday's early dominance.
The second half was an equally intense encounter and referee David Pugh had to show the yellow card 10 times before Garner broke Wednesday hearts at the death with a wonderful 30-yard strike.
Aggressive start
Wednesday went on the offensive at the start of a typically heated derby with Armstrong drilling a blistering strike over the bar in the opening minute.
The Owls' aggressive start was rewarded when 27-year-old Armstrong opened the scoring shortly afterwards.
Gerald Sibon released Shefki Kuqi and he squared a delightful ball to Armstrong, who made no mistake from 18 yards.
The visitors equalised from the penalty spot after 27 minutes after John Mullin was clumsily brought down by Ashley Westwood in the area.
Lee stepped up to send Kevin Pressman the wrong way.
Sibon had a fine chance just before the break but his strike was brilliantly stopped by Mike Pollitt.
Blistering pace
The interval did not cool the blistering pace of the game as Rotherham came out of the blocks quickest.
Chris Sedgwick drove a fine 20-yard strike that was parried by Pressman after 49 minutes, and Martin McIntosh mis-timed a header from 18-yards three minutes later.
And Pressman was in the thick of things minutes moments later when a wicked inswinging corner from Mullin brought the very best out of the veteran keeper.
Millers captain Stewart Talbot was substituted for Garner and Jonathan Beswetherwick was replaced by Paul McLaren as both sides looked for the spark of inspiration needed to turn the game.
Individual magic
And with the game on a knife-edge, Armstrong went close with a long-range effort for the Owls and a Chris Swailes header just missed the target from 18 yards for Rotherham.
A fine Leon Knight strike was superbly blocked by Paul Hurst after 87 minutes but it was Garner who had the last word with a magnificent piece of individual skill.
Garner took the ball down 30 yards out and launched a fierce right-footed strike that left Pressman with no chance and handed the Millers three valuable points.
Sheffield Wednesday: Pressman, Armstrong, Bromby, Burrows, Beswetherick, Quinn, Sibon, Westwood, Geary, Kuqi, Knight. Subs: Evans, McLaren, Soltvedt, Donnelly, Crane.
Rotherham: Pollitt, Scott, Swailes, McIntosh, Hurst, Warne, Talbot, Mullin, Sedgwick, Lee, Byfield. Subs: Gray, Beech, Garner, Monkhouse, Richard Barker.
Referee: D Pugh (Merseyside) 241724 AUG 02