“It’s another three points in this league for us,” said Malky Mackay.
“I’m delighted with the points and the way we played. It was a seventh away clean-sheet of the season for us which I’m delighted about. We scored a couple of goals too on a day when a couple of the teams around us did not pick up any points.
“We were playing against a side at home who, like us, have to win games for their own reasons. For them, it is to stay out of the relegation zone. The pitch was not good to say the least and we knew how Sheffield Wednesday would play. We knew we would have to combat their aerial thereat.
“We knew it would be a battle. We knew it was a battle we would have to enter into and to try to win.
“I thought we played intelligently. I’m proud with the way my players handled themselves. The fact we have got another three points to get us towards where we want to go is very pleasing for us.
“We’ve been top since November 24 and that’s an awfully long time to sit there and be shot at.”
Former City boss Dave Jones was as dour as usual.
"It possibly looks like they're going to limp over the line," he said. "They're the ones in pole position, they've spent an awful lot of money so I'm sure they have to go up.
"At any club where you spend that much money, the owners will be looking to get a return."
Jones, who had two failed play-off campaigns at Cardiff and led them to an FA Cup final, did not see any great disparity between the two sides but admitted naivety had cost the hosts.
The opening goal, which on the cusp of half-time and following a credible first-half showing from Wednesday, was the result of a half-cleared corner.
Cowie picked up the loose ball and found the bottom corner via a deflection off Anthony Gardner.
And after the interval, a long, flighted free-kick delivery from Peter Whittingham was nodded in by Connolly from close range for his fifth of the season.
"There was nothing in it at all," Jones added. "We spoke about how they like to build pressure by winning set-pieces and putting the ball in the box and we spoke about how to stop it.
"But we've switched off at key times and that's disappointing. We've shown a little bit of naivety where maybe they've got that edge of experience over us."
With results elsewhere going against Wednesday, they are entrenched in a battle against the drop and Jones admitted the international break could work in their favour.
"I've heard people say it's a good time, but would it have been a good time had we won?" he questioned.
"What I do know is that we could use that time to get a few players back to fitness and get a bit of match sharpness into a few others."