Big Sam was left to rue Little Sam Baldock’s 48th minute penalty miss but in truth, Wednesday will feel they did enough to beat the Hammers.
Wednesday dominating spells of the game and should have scored more goals as their strikers were guilty of poor finishing whilst the Hammers defenders went to sleep on numerous occasions.
With the game at 0-0 and heading for a reply two Sheffield Wednesday defenders clashed heads causing a long delay as Julien Bennett was stretchered from the field.
After the restart, the Hammers defence seemed to be caught napping as Chris O’Grady was given the ball inside the box to finish calmly past Rudd Boffin in the Hammers goal.
The victory means a trip to another Championship side Blackpool in the fourth round for Wednesday.