A first-half strike from Radi Majewski was enough to take the points in an edgy encounter in the steel city.
Billy Davies made two changes to the side that won at Charlton last Saturday as Darius Henderson made way for Dexter Blackstock and Danny Collins replaced the suspended Greg Halford, prompting Chris Cohen to relinquish the armband.
Meanwhile, Irish winger Stephen McLaughlin took his place on the bench to mark his first involvement in a Forest matchday squad.
After a bright Wednesday start, Henri Lansbury had the first shot at goal on six minutes but saw his long-range effort flash a couple of yards wide of Chris Kirkland’s goal.
Five minutes later, Gonzalo Jara Reyes’ selfless run down the right gave Blackstock the opportunity to cut back on to his left and shape a shot at goal but the striker’s effort deflected harmlessly into Kirkland’s grasp.
The home side issued an immediate response as Karl Darlow was called into action to hold Connor Wiickham’s header from Danny Pugh’s pinpoint cross.
The Reds almost had the lead in the 16th minute but Andy Reid’s in-swinging free kick just evaded Collins at the back post and sailed out for a goal kick.
And the visitors did have the ball in the net nine minutes later, but Blackstock was adjudged to have headed home Reid’s cross from an offside position.
It was a different story on 27 minutes however, as Majewski popped up with his fifth goal in three games to put Forest into the lead. Reid did well to control in midfield before sliding Cox into the area. The forward’s jinking run took him well within scoring range, but he showed intelligence to instead lay it off to the onrushing Pole who had the simple task of finishing at the back post.
And it was so nearly two on the half-hour. Chris Cohen’s excellent run down the left was matched by his pinpoint cross for Blackstock. Unfortunately for him, Miguel Llera pulled off an excellent last-ditch interception to deny the Antiguan a certain goal.
Forest were well in control and Cox could have doubled their advantage six minutes later. Adlene Guedioura linked-up brilliantly with the frontman, eventually cutting it back from the byline only for Cox to fire through a crowd of bodies and wide of goal.
The hosts did carve out an opportunity of their own minutes later, but Collins slid in well ahead of Leroy Lita to send Jeremy Helan’s cross out for a corner.
In first half injury time Guedioura did brilliantly to release Jara Reyes down the right but the Chilean dinked his cross straight into Kirkland’s hands from the byline.
The Owls made a change at half-time as Wickham made way for Jermaine Johnson, and the Jamaican showed his threat when, after Majewski’s shot had been headed away by Anthony Gardner, his blistering break drew a foul from Lansbury which saw the midfielder enter Michael Oliver’s book.
And The Reds succumbed to Wednesday’s pace again moments later as Majewski mistimed his slide on Michail Antonio to join his teammate on a yellow.
On 64 minutes, Antonio collected the ball on the edge of Forest’s area and sent an effort over Darlow’s crossbar before the visitors went straight down the other end and saw Majewski fire wide from Reid’s short corner.
Four minutes later, Blackstock showed excellent determination to connect with Reid’s cross at the back post but he couldn’t quite direct his header towards goal.
Davies then looked to his bench and Guy Moussi was shortly followed into the action by Billy Sharp as Majewski and Cox were substituted.
And with just over ten minutes to go, Collins, who had received treatment earlier in the half after clashing with Johnson in the air, was replaced by Jamaal Lascelles.
Wednesday had Forest pegged back right until the end but, despite a number of minor scares, an exhibition in stout defending saw The Reds safely through four minutes of added time to continue their excellent form.
Forest: Darlow, Jara Reyes, Ward, Collins (C) (Lascelles 81'), Cohen, Lansbury, Guedioura, Majewski (Moussi 73'), Reid, Cox (Sharp 77'), Blackstock
Subs not used: Evtimov, McGugan, Greening, McLaughlin
Scorer: Majewski 27'
Bookings: Blackstock 42', Lansbury 49', Majewski 51', Guedioura 86'
Sheffield Wednesday: Kirkland, Buxton, Llera, Gardner, Pugh (Lee 66'), Helan, Prutton (Madine 78'), Coke, Antonio, Wickham (Johnson 46'), Lita.
Subs not used: Bywater, Taylor, Semedo, McCabe
Booking: Antonio 89'
Referee: Michael Oliver
Attendance: 23,220 (Away: 3,075)