The Gunners, who beat Bayern Munich in the Champions League and Everton to briefly go top of the Barclays Premier League in the last seven days, were brought back to earth by the Sky Bet Championship outfit, who progressed to the quarter-finals for the first time since 2002 thanks to goals by Ross Wallace, Lucas Joao and Sam Hutchinson.
Arsene Wenger’s wait for a first League Cup of his lengthy reign goes on and the Gunners have not won this competition since 1993, when they were victors over the Owls at Wembley.
But what may come as a bigger cost to Wenger is injuries suffered to Alex Oxlade-Chamberlain and Theo Walcott, who both went off in the opening stages of the match.
Most of the action in the opening 20 minutes was in the Arsenal dugout as they lost both players, which could have implications for their visit to Swansea on Saturday and for Roy Hodgson’s England ahead of the forthcoming fixtures with Spain and France.
Those changes meant the Gunners struggled for any fluency and – after neutralising any early threat – Wednesday took a 27th-minute lead with a fine goal.
Daniel Pudil, set free by Barry Bannan, pulled back a superb cross to Wallace on the edge of the area and the former Scotland international drilled a first-time effort into the bottom corner.
After making an impressive save to keep out Jeremy Helan’s effort, goalkeeper Petr Cech was rooted to the spot as Wednesday made it two in the 40th minute.
The resulting corner from Helan’s effort was played short to Wallace and he sent in a cross which an unmarked Joao headed into the corner.
Six minutes after the interval, Hutchinson made it three. Bannan clipped a free-kick to the far post where Tom Lees was unmarked and his ball back across goal was too easy for Hutchinson to scoop home.