Wednesday are one of a number of clubs who aren't allowed to take part in the FA Cup in 1886-1887 after submitting their applications too late.  Ultimately it leads Wednesday to adopt professionalism as a number of their players decide to play for Lockwood Brothers, who actually reach the fifth round.

This season, Wednesday beat Belper Town at the Acorn Ground in the first round and Long Eaton at the Recreation Ground in the second round.  They get a bye in the third round and play Crusaders in the fourth, beating them 1-0 at the Essex Cricket Ground.  In the fifth round Wednesday are once more are drawn away, winning 4-2 at the Gregory Ground, Nottingham against Forest.  Ironically the 6th round is the only round Wednesday are drawn at home and they lose to Preston in the first ever FA Cup tie played at Olive Road.  Preston initially refuse to play in Sheffield because of a smallpox outbreak and the tie is postponed until FA Officials deem it safe to play.  Preston go on to lose in the final to West Brom.