Jones stabbed home on 68th minutes to add to the first-half goal of fellow loan star Joey O'Brien.
The win helps Wednesdays to keep the pressure on Hull and Luton in the automatic promotion places while inconsistent Swindon drift further from the play offs.
Swindon enjoyed the early pressure but it was Wednesday who fashioned the opening chances, but both Steve MacLean and Jones failed to get the ball out of their feet when played in behind the Robins' defence.
Jones crossed for MacLean on 15 minutes but the Scot shot over after turning Matthew Heywood.
MacLean was then thwarted from six yards out as Evans cleared a crowded penalty box. The ball fell to Jones but he scuffed the rebound and Swindon cleared the danger.
Jon-Paul McGovern tried to chip Wednesday in front but his 30-yard effort was tipped over the bar by Evans.
The Swindon goalkeeper then had to go full stretch to deny Jones from the corner, and then use his body to keep out Lee Bullen's follow up.
Wednesday's pressure told in the 39th minute when Joey O'Brien volleyed in from 18 yards after Evans' weak punch.
David Duke shot over and Lee Holmes fired straight at David Lucas as Swindon threatened at the start of the second period.
But Jones continued to create chances for Wednesday, back healing to Lee Bullen eight yards out only for the captain to volley over the crossbar.
Jones then clinched the victory when he converted Chris Brunt's cross. Sam Parkin and Alan Reeves missed good chances late on, but the dramatic comeback, to match the one, the Robins achieved at home against the Owls earlier this season was beyond them.