Both sides had chances to take all three points, but neither could find the net.
Sheffield Wednesday manager Danny Rohl said: “It feels like the same story at the moment.
“We’re trying, putting in the effort, winning the ball, building up well, and getting into the right spaces. But we’re just not being clinical in the opponent’s box.
“To win games, you need to score, and for that, you need shots on target. Today, we had good chances but no shots on goal, and that’s the problem right now.
“It’s tough for the team, I feel for them, but we’ll get through it. Once we start scoring, we can put together a winning run.
“With Jamal [and the penalty appeal], I think there was contact, but it’s not my decision to make.”