His intentions were clear even before the pre-season started as the Owls confirmed new signings of David Prutton from recently relegated Swindon Town, and Rob Jones, who had played on loan at the later stages of the previous season.
As well as arrivals, there were also many departures, including Richard Hinds whom had been released, striker Paul Heffernan on a free transfer to Kilmarnock, academy product Tommy Spurr on an undisclosed fee to Doncaster Rovers, and midfielder Darren Potter to Milton Keynes Dons.
In front of the home crowd at Hillsborough Stadium the game finished in a 2–0 win, after goals from captain Rob Jones from a corner-kick, and then a superb volley from outside the area by David Prutton, after the ball was cleared away from a corner.
O'Grady made it three strikers at the club, and still needing more depth in that department, The Owls confirmed that Nigerian Danny Uchechi had signed on a six-month loan deal from fellow country team FC Dender.
21-year-old Uchechi had never made a first team professional appearance throughout his career, although having experience at several other English clubs, including Charlton Athletic, West Ham United and Leicester City.
The game, which was live on ESPN, was made clear by manager Gary Megson of its unimportance to the club and its seasons expectations, with it possibly being a distraction in gaining promotion in the league.
Another signing for The Owls was made the same evening of the Blackpool game, this time in midfield with Chris Lines from Bristol Rovers on an undisclosed fee, and a contract lasting three-years.
Before the weekends game back at Hillsborough Stadium against Notts County, Wednesday confirmed the loan signing of winger Ben Marshall from Premier League club Stoke City.
With Milton Keynes Dons pushing forward in the later stages of the game, Wednesday hit them on the counter-attack with 19-year-old Scotland U-21 international Liam Palmer scoring his first goal for the club.
The Owls back at home on 24 September they played Exeter City, James O'Connor scored the opener, and a double-brace from Gary Madine, including one from the penalty-spot, made the game finish 3–0.
In the build-up to the biggest game of the season so far, the Steel City derby against Sheffield United, Wednesday had some good news with top scorer Gary Madine winning The Football League Young Player of the Month award for September.
The highly anticipated first Steel City derby of the season was at Bramall Lane in front of over 28,000 fans, and an over a further 11,000 watched the game at Hillsborough Stadium on three large television screens.
Everton loanee Jose Baxter gave Tranmere Rovers the lead before Chris Lines scored his second goal for Wednesday in two consecutive weeks on the brink of half-time.
The final addition to the squad came from Premier League club Arsenal as the highly anticipated youngster Sanchez Watt came in for a one-month loan, after top scorer Gary Madine was ruled out for three weeks with an injury.
At Hillsborough Stadium on 26 November Sheffield Wednesday edged out a close encounter with Leyton Orient, but thanks to another goal from Benin international Reda Johnson on the nineteenth minute, The Owls won 1–0.
After, a very tense and tough first hour, Wednesday continued to battle away and got their award as David Prutton scored one of the club's goals of the season, then a penalty from Ryan Lowe put the game to bed with six-minutes to go, adding another win for The Owls.
In front of the highest attendance of the season so far, and an away crowd filling the away stand The Owls started poorly and Scotland international Jordan Rhodes, the league's top scorer, opened the game to put Huddersfield Town 0–1 up.
During the week between the games Wednesday were given a Christmas treat when they heard consistent centre back Danny Batth had extended his loan deal from Wolverhampton Wanderers until the end of the season.
The key aim was to gain automatic promotion and that was a task that had so far in the first half of the season been greatly helped by on loan winger Ben Marshall, who had probably been the best player for The Owls so far.
Sheffield Wednesday, unbeaten at home throughout the season and only having two draws at Hillsborough Stadium, started slightly on the back foot in front of a crowd of over 26,000 and were the first to concede when Charlton Athletic captain Johnnie Jackson curled a free-kick around the wall and into the net.
However, again The Owls opted to start to defend their lead and then what seemed to be a goal out of nothing from outside the box and caught the keeper off his line, as Antony Sweeney's eighty-eighth minute effort meant Sheffield Wednesday could only manage a draw.
Gary Megson made many changes to the side as he wanted to rest his key players ready for the tough mid-week tie in the league against fifth place MK Dons.
With Milan Mandaric taking such a big decision, it was in hope of 'still reaching the automatic promotion spot', although still with some games left it would prove to be a very difficult, and looking an almost impossible task for any manager.
On the fifty-fourth minute Spaniard Miguel Llera struck a free-kick round the wall and into the bottom corner, scoring his first goal for Wednesday and giving them a well deserved lead.
Then Nile Ranger found himself through on goal eighteen minutes later and having missed a 'sitter' and hitting the bar earlier, he showed composure to double The Owls' lead and the game finished 0–2.
Gary Madine scored just before half-time and then Keith Treacy's two crosses with each foot secured victory for The Owls as Miguel Llera and Ryan Lowe headed home from them.
This game finished 1–1 after an early goal from Ian Henderson from a poor mistake by Michail Antonio and Miguel Llera equalised in the second half but The Owls were unable to pull off those three vital points and drew meaning with Sheffield United winning they were four points behind their rivals with three games to go – so although it had once before in the season looked like Sheffield United had secured the automatic promotion spot, it looked near enough confirmed this time as they had such a large goal difference as well.
Exeter City did equalise late on into added time but it would not even matter as Sheffield Wednesday won anyway and fans ran onto the pitch in celebration while the players did a lap of honour to show their appreciation.
After catching Sheffield United the majority of the last half of the season, the table finished with Wednesday three points ahead in second-place and were automatically promoted to the Football League Championship.
The Outstanding Contribution award was handed to chairman Milan Mandaric after he rescued Wednesday from the brink of administration, stabilised the club on all levels before steering the Owls to automatic promotion the Championship this season.