Port Vale looked dangerous at the start of the match. Loanee Tyrone Loran's storming run upfield allowed Christopher Birchall the chance to cross and Michael Cummins the opportunity to shoot.
However, the midfielder's half volley from 20 yards didn't trouble David Lucas and flew over the crossbar.
Wednesday made the most of their chances and took the lead after 27 minutes.
Kenwyne Jones's pass ricocheted off George Pilkington giving him the chance to shoot. The loan striker buried his effort, beating Jonathan Brain in his bottom right corner from 16 yards.
The visitors doubled their lead a minute before half time. John Paul McGovern's quick turn in the box gifted him enough space to fire a left-foot shot past the helpless Brain.
Jones could have grabbed a brace after the break, but his header from a McGovern cross struck the post.
A triple substitution helped Valiants steady the ship, but any kind of comeback proved difficult.
A flurry of chances in the dying seconds could have produced equalising goals for Port Vale.
First Billy Paynter's shot was saved by Lucas, and shortly afterwards Michael Walsh should have done better with his header from a Birchall corner.
Martin Foyle said after the game: "We don't seem to be getting the rub of the green at the moment, and again we have had a lot of chances today.
"Many people complain about the amount of games in such a short period of time, but I think our lads have responded well.
"The motivation was good so I am not going to have a go at that, and with a big game against Bradford up next I need the same attitude."