The Owls sacked Paul Sturrock on Thursday and Wednesdayites will today vent their anger at chairman Dave Allen for the decision when the team take on QPR at Hillsborough.
But it appears that Allen was quick to get off the mark by talking to new managers but The Clarets board released a statement saying that the approach had been rejected.
It read: "Burnley today refused Sheffield Wednesday permission to speak to manager Steve Cotterill. Clarets chairman Barry Kilby has confirmed that he turned down an official approach from Hillsborough for Cotterill on Friday morning."
It was originally thought that the cash-strapped Owls would be looking at a manager who was out of work, but now approaching the former Cheltenham boss who is under contract at Turf Moor opens up a whole new can of worms.
Another manager who Allen could fancy in the Hillsborough hot seat is Luton's Mike Newell, who has done well on a limited budget and got his team in the top half of the table pushing for a play-off spot.
Newell reportedly has been admired by a list of clubs including Leicester City and Leeds United, although if Wednesday go for him is another question all together.
Nigel Worthington has said he does not want the job while Barnsley's Andy Ritchie has been 'flattered' by interest but wants to finish the excellent job he has so far done at Oakwell.