The hosts put their first point of the campaign on the board in a goalless draw last weekend, while their visitors have suffered back-to-back league draws after an opening-day win.
Match preview
Millwall head back to the Den on Saturday aiming to put a first three-point haul of the season on the board at the fourth time of asking in the Championship following a tough start to the new term.
Neil Harris returned to the Lions' dugout in late February and steered them well clear of the threat of relegation last season, as the London outfit eventually finished 13th having earned 26 points from their final 15 outings, and they set out for an improved campaign this time around in Harris's first full term back at the helm.
They have certainly faced a trickier opening run, though, kicking off with 3-2 and 4-3 defeats to Watford and Bristol City respectively, either side of an EFL Cup victory over Portsmouth, before heading to Hull City in their third league outing last weekend.
Harris's men were, at least, able to open their account for the season in that contest, as the game ended goalless at the MKM Stadium, but they now return to action on the back of another disappointing defeat, having dropped out of the EFL Cup following a 1-0 home defeat to third-tier Leyton Orient on Tuesday as Dan Agyei netted the only goal at the Den.
With definite cause for concern about their start to the new campaign, Millwall will be desperate to secure a first league win at the fourth time of asking to avoid quickly being cut adrift in England's second tier this term.
Their visitors, meanwhile, travel to the capital on the back of a more successful midweek cup outing in search of a return to winning ways in the Championship.
After eventually steering clear of relegation themselves last time around, eventually finishing 20th after sitting in the bottom three for the entirety of the campaign, Sheffield Wednesday headed into a first full season under the tutelage of Danny Rohl with plenty of optimism.
They would enjoy a perfect start, too, hosting Plymouth Argyle on the opening day and dishing out a 4-0 beating, before visiting Hull City in the EFL Cup first round and progressing with a 2-1 win.
The Owls have since suffered back-to-back defeats in England's second tier, though, firstly seeing their momentum halted in a 4-0 thrashing of their own away at Sunderland, before succumbing to a 2-0 loss at home to Yorkshire rivals Leeds United last Friday, as Brendan Aaronson and Daniel James netted the visitors' goals either side of the interval.
Now on the back of a dominant display away at Grimsby Town on Tuesday, having progressed to the EFL Cup third round with a 5-1 triumph, Sheffield Wednesday will aim to put their recent defeats behind them and add another three points to their Championship tally with a victory at the Den.
Millwall Championship form:
L
L
D
Millwall form (all competitions):
L
W
L
D
L
Sheffield Wednesday Championship form:
W
L
L
Sheffield Wednesday form (all competitions):
W
W
L
L
W
Team News
Neil Harris rotated his Millwall squad heavily for Tuesday's EFL Cup tie and should revert to a similar starting XI from last week's draw with Hull City on Saturday, with Jake Cooper and Japhet Tanganga bound to return to the middle of the defence.
Casper De Norre will hope to rejoin George Saville in the engine room, although the Lions have bolstered their midfield ranks this week with the loan signing of Ryan Wintle from Cardiff City.
At the top end of the pitch, Tom Bradshaw should get the nod over Macaulay Langstaff to lead the line, while Duncan Watmore is bound to return in a support trio having managed three Championship goals so far this season, leaving Romain Esse, George Honeyman, Aidomo Emakhu and Femi Azeez to compete for the final attacking spot.
Sheffield Wednesday also rotated for their EFL Cup tie last time out, with Ike Ugbo and Callum Paterson both laying their claim for first league starts of the season at the weekend after scoring one and two goals respectively against Grimsby.
They face competition, though, with Jamal Lowe, Josh Windass and Anthony Musaba all vying to return from the outset, while Barry Bannan and Svante Ingelsson should come back into the midfield for the trip to the Den.
The pair may be joined by either Nathaniel Chalobah, who earned his Owls debut on Tuesday, or new arrival Shea Charles, with Di'Shon Bernard and Dominic Iorfa set to continue in the middle of the defence.
Millwall possible starting lineup:
Jensen; Leonard, Cooper, Tanganga, Bryan; Saville, De Norre; Esse, Honeyman, Watmore; Bradshaw
Sheffield Wednesday possible starting lineup:
Beadle; Valery, Iorfa, Bernard, Lowe; Ingelsson, Bannan, Chalobah; Musaba, Ugbo, Windass
We say: Millwall 1-2 Sheffield Wednesday
While Sheffield Wednesday do head into the weekend on the back of consecutive league defeats, conceding six goals across those without scoring, they should eye up Saturday's contest as a good opportunity to bounce back.