Laws, who has been at Hillsborough just over a year, is a very popular figure at S6 and officials at the Lancashire club wanted to talk to the Owls' boss in regards to filling their vacant managerial role.
Wednesday though, did not give permission for the Turf Moor club to even talk to Laws and Owls officials are upset with Burnley that the news even became public.
Chief executive Kaven Walker said in a statement: "We are disappointed that this approach for Brian Laws from Burnley has become public knowledge because when we were contacted by the club yesterday we asked specifically that the information should be kept confidential.
"The way this has come out is particularly frustrating because just over a year ago we made a similar approach to Burnley regarding Steve Cotterill. We were told then that our approach would be turned down and asked us to keep the information from the reaching the public domain, which we clearly adhered to."