James Bree continued his fine form with a scrappy early opener before free-kick specialist Ryan Manning struck again on the stroke of half-time.
Jerry Yates pulled one back with his first goal for Wednesday before the hour, but Taylor Harwood-Bellis worsened their set-piece woes 15 minutes later.
All three goals came from dead-ball situations, but Saints claimed a crucial three points to keep pace on a day where every play-off contender won.
The St Mary’s side stay in seventh place but are now nine games unbeaten in all competitions, with six wins in the last eight in the Championship.
Wednesday, more concerned with who will come in to rescue them from administration, remain on minus-seven points, now winless in 30 matches.
Did what was required today! 👊#SaintsFC pic.twitter.com/tSq2FcFQyB
— Alfie House (@AlfieHouseEcho) February 28, 2026
Head coach Tonda Eckert made two changes from the 5-0 win over QPR midweek, with Shea Charles and Cam Bragg coming into the midfield.
Flynn Downes, playing through pain in recent weeks, was left as an unused substitute, while Caspar Jander missed out altogether through illness.
There was also no Ross Stewart, ruled absent by muscle tightness, though it is not thought to be a major concern, and he is expected back next week.
The opening exchanges were stop-start due to a three-minute injury delay, but Cyle Larin had a good chance saved by Owls goalkeeper Seny Dieng.
Bree got the opener after 17 minutes, with his third goal of the month, stabbing home a Leo Scienza cross after a corner was only half cleared.
The opening goal was always going to be important because Wednesday had lost all 11 home games in which they had conceded first this season.
And Saints started to coast. Larin put another good chance wide after he had been set on goal by Finn Azaz, before the second came in stoppage time.
Manning, taking his league goals tally to six, converted his third direct free-kick of the season, after Kuryu Matsuki was fouled just outside the box.
The angle ruled out a right-footed striker, so the Irishman stepped up and lifted a clever dipping effort over the wall and into the bottom near corner.
But Yates pulled one back for the hosts just over 10 minutes into the second half, turning in a scrappy goal from close range after Saints failed to clear.
The atmosphere improved, and the game opened up, before Harwood-Bellis put down the resistance with his fifth Championship goal of the season.
Scienza’s whipped corner-kick fell kindly for the centre-back to hook past Dieng in front of an away end packed with over 3,200 Saints supporters.
Eckert started to ring the changes, including Nathan Wood for Bree, pushing Harwood-Bellis to right-back with full-back Elias Jelert left on the bench.
Oriol Romeu played the last few minutes, in which Daniel Peretz made a very smart save, and Yates slipped on the rebound with the goal at his mercy.
But Saints were never in danger of losing their third successive league win at Hillsborough, and their first three-game winning away run since 2020.
However, suffering Sheffield Wednesday’s 18 home games without a win to start the season is the joint-longest such run in Football League history.
Sheffield Wednesday: Dieng; Palmer, Fusire (Grainger, 90), Iorfa (Emery, 80), Ingelsson, Lowe (Ndala, 80), Yates, Chalobah (Thornton, h-t), McNeill, Otegbayo, Adarmola.
Unused subs: Stretch, Nakamba, Johnson, McGhee, Moses.
Booked: N/A.
Saints: Peretz; Bree (Wood, 74), Harwood-Bellis, Stephens, Manning; Charles, Bragg (Romeu, 88), Matsuki (Fellows, 80), Azaz, Scienza (Edozie, 80); Larin (Archer, 74).
Unused subs: Long, Downes, Quarshie, Jelert.
Booked: N/A.
Referee: Gavin Ward.