The Millers will take heart from their performance away to league-leaders Reading having dominated large parts of the game, only to leave the Madejski empty-handed.
A 3-0 scoreline did not reflect the pressure they put the Royals under, and they will look to be more ruthless as they face their local rivals in midweek.
Paul Warne has brought a slick style of play to United, and they will not be deterred from playing this way despite a poor start to the season.
Looking beyond Wednesday, the Millers face tough fixtures against Stoke City and then Luton Town, both of whom take up mid-table spots at present.
After a good away win at Birmingham City, the Owls have failed to register a point after suffering losses to Brentford and then Luton Town.
Wednesday are currently the fourth-lowest scorers in the division, something that was evident in their loss to Luton having had few chances to stamp their authority on the game.
Last week, manager Garry Monk challenged his team to have wiped out their points deficit by now, but instead, they are still four points in arrears and eight points adrift of safety.
History is on Monk's side though, as the Owls have not lost to Rotherham in their last five outings, winning three and drawing two.
Rotherham United Championship form: LDDLDL
Sheffield Wednesday Championship form: DLDWLL
Sheffield Wednesday form (all competitions): LLDWLL
Regular left-back Joe Mattock made a welcome return to the side on Saturday following his period of self-isolation, and both he and Shaun MacDonald are expected to start again after missing the trip to Nottingham Forest.
Jamal Blackman hurt his ankle last week against Nottingham Forest but took his place in the side that lost 3-0 at Championship leaders Reading on Saturday, and is expected to be fit for the derby.
Wednesday do have Dominic Iorfa and Tom Lees on the mend and nearing a return to action, while Liam Shaw, Osaze Urhoghide and Chey Dunkley are all not far from being available for first-team selection.
Rotherham United possible starting lineup:
Blackman; Harding, Ihiekwe, Wood, Mattock; Jozefzoon, S. MacDonald, Barlaser; Wiles, Smith, Sadlier
Sheffield Wednesday possible starting lineup:
Dawson; Odubajo, Flint, Borner; Harris, Pelupessy, Bannan, Dele-Bashiru, Reach; Paterson, Rhodes
We say: Rotherham United 2-2 Sheffield Wednesday
Both sides will be desperate to get back to winning ways on Wednesday night, while also looking to get one over on their neighbours. This could mean a more open game, and we expect this could lead to goals for both teams with the spoils being shared.