The club was initially a cricket team, with the football being established for the winter months to keep the team together. However, football soon took over as the club's main interest. They were originally known simply as The Wednesday, a name taken from the day on which they played. The Sheffield prefix was finally added in 1929.
Wednesday's original nickname was "the Blades" (now the nickname of their rivals, Sheffield United F.C) but they were redubbed "the Owls" following a move to a new ground at Owlerton, Sheffield. They currently play at Hillsborough.
The team have a strong rivalry with the other league team in Sheffield, Sheffield United F.C.