The Owls boss saw his team concede two sloppy goals from Dutch hitman Mark de Vries in the first fifteen minutes of the game - leaving Wednesday an uphill task to face.
Despite David Graham hitting the post and Rab Douglas denying both Glenn Whelan and Lee Peacock - The Owls could not make up the deficit and are still looking for their first win this season.
Sturrock said afterwards: "They are not the type of goals we normally lose. But you can't come to places like this and be chasing the game after 12 minutes.
"We had to make two changes in the back four and we lost two goals - plain, simple and easy. A boy making his debut (Maurice Ross) got caught for the first one and one or two of them should have cleared the second one."