They first arrived after ten mintues when Alan Maybury's long ball over Maurice Ross found Momo Sylla whose cross from the byline was met by De Vries sliding in at the far post to leave the keeper with no chance.
Confident City doubled their advantage in their very next attack when Elvis Hammond's shot ricocheted off a defender into the path of De Vries who had no problems guiding the ball home from ten yards out.
The Leicester midfield took a firm grip on the game with former Celtic star Sylla ever eager to run at Wednesday's debutant left back Ross.
The Yorkshiremen took until the half hour mark to stir themselves when Rab Douglas was at full stretch to keep out Lee Peacock's powerful drive and then the Scottish keeper had to dive smartly to his left to block Glenn Whelan's 20-yard shot.
Slack defending almost allowed the Owls to reduce the deficit when the unmarked David Graham latched onto a Graham Coughlan thoughball and although his shot from just inside the area beat Douglas, the ball bounced of the front of the post allowing defenders to dash back and clear the danger.
The second half was a much more even affair with the Foxes having to wait until the 65th minute for a worthwhile effort on goal when the impressive Stephen Hughes - making his first appearance of the season due to injury - sent an 18-yarder just over.
Hammond had a good opportunity to make it three but he failed to connect cleanly with a Sylla cross and moments later he was withdrawn to make way for Leicester's recent £750,000 capture from Tranmere, Ian Hulme.
Ten minutes from the end Douglas pulled off a brilliant save when diving low to scrape away Peacocks goal-bound header and in the final minute Hulme almost made a dream start when he cut inside the full back and shot narrowly wide with goalkeeper beaten.