The Owls play Port Vale this afternoon on the back of a win over Wycombe Wanderers in their last match and they are now unbeaten in three league games, having dropped just two points to promotion rivals Ipswich Town in that run.
Port Vale were only promoted to League One at the end of last season but have held their own in the third tier, amassing 12 points in ten games and sitting in 15th position in the table.
Heneghan thinks it is important that Sheffield Wednesday work hard and approach the game against Port Vale with confidence.
At the same time, the defender believes it is no good underestimating anyone in League One and thus the Owls should respect that and try to get a win by playing how they have been playing leading up to the game.
Speaking to Sheffield Wednesday’s official site, Heneghan said: “Port Vale, obviously it’s a big pitch there as well.
“We’ve got to get the work in this week and get ourselves ready for that game and we should go into [it with] confidence really.
“But any game in League One is a tough game and we respect that and we will just go there and we will do our thing.”
Port Vale lost their last league match, at Peterborough United, by a scoreline of 3-0 and Wednesday will be hoping that they can continue their form and condemn their opponents to a similar fate.