The two early strugglers are set to take each other on in what will be their eleventh league game of the season on Saturday.
The Owls have just parted ways with their manager Xisco Munoz following a disappointing start and are set to be under caretaker manager Neil Thompson for the match.
The bottom side lost their last match at Hillsborough against Sunderland where the Black Cats managed to score two early goals in the fifth and eighth minutes.
Citing that as an example to follow, Lees, the veteran defender insisted that Huddersfield will also have to do the same and kill the atmosphere at the very outset.
“We saw the other night when they played Sunderland, they scored straight away and killed the atmosphere”, Lees said at a press conference.
“That’s what we’ve got to go: go and impose ourselves on it and kill the atmosphere straight away.
“I’m sure it’ll be a great occasion.
“I think there’s a lot of clubs with the kind of expectations they have at Sheffield Wednesday, but they’re a massive club with big support.
“Maybe coming up from League One you usually get a bit of grace but there there’s no time.”
Huddersfield have accumulated ten points from their opening ten league games and are currently placed 19th, two points clear of relegation battlers QPR.
