Turner, sacked by the Owls in September, returned with already relegated Stockport who claimed their first point in nine matches.
Injury-hit Wednesday failed miserably to cash in as their play-off rivals faltered.
As scores were displayed from other matches, most of the 22,331 crowd roared on Wednesday.
But when the Yorkshire side produced their best chance with a spectacular overhead kick from Andrew Talbot, Stockport keeper James Spencer matched it with a fantastic save.
Wednesday made a nervy start against already relegated Stockport who were struggling after a run of eight straight defeats.
James Quinn tried to control a tricky ball after seven minutes but stabbed his shot wide from close range.
John Paul McGovern made a surging run forward but his shot was blocked before a Quinn header looped over after clever link-up play involving McGovern and Paul Heckingottom.
Patrick Collins forced his way into the area but this shot was deflected wide as anxious Wednesday hunted for an opening.
But it was Stockport who had the best chance three minutes before half time when Adam Le Fondre stole in at the near post and produced a glancing header from Danny Jackman's cross but Paul Gallacher made a sharp save.
Matt Hamshaw saw his angled shot saved by Spencer at the near post and Jim Goodwin blocked twice to deny Wednesday as Quinn and Hamshaw drilled in close range shots.
But after 73 minutes substitute Talbot produced his overhead effort only for Spencer to push it over the top.
And Spencer saved superbly again with his legs when Talbot hammered in a low shot.