The Owls earned promotion to the Championship last season after beating Barnsley in the League One playoff final at Wembley.
Sheffield Wednesday are preparing themselves under new boss Xisco Munoz for life in the Championship and on Friday they will begin their campaign against Southampton at Hillsborough.
Bannan stressed that Sheffield Wednesday have a game plan ready for the Saints and are confident they can get a positive result out of Friday’s clash.
The Owls captain added that they want to be involved in the big games and pointed out that Southampton have a good squad.
“We’ve got a game plan for Friday night and if we can carry it out then we are confident we can get a result”, Bannan said at a press conference.
“We want to play in the big games, we made it clear that was our aim last season and now we’re here.
“Southampton at home on Sky, they have a top team and it makes for a great game..”
The last time both teams faced each other in the EFL Cup third round tie in November, Sheffield Wednesday came out victorious over the Saints in a penalty shootout.
