The home side started brightly as the lively Clayton Donaldon fired over in the opening minutes.
Donaldson went close again on 12 minutes as he rose to meet David Cotterill's corner, but he could only send his header high over the Sheffield Wednesday goal.
The Blues, who saw Neil Eardly forced off after a quarter of an hour with an apparent knee injury and replaced by Jonathan Spector, continued to dominate and nearly went ahead through Paul Caddis just after the half-hour mark.
Caddis's fierce 25-yard effort had Kieron Westwood well beaten, but came back off the post.
However, despite Birmingham City's dominance they couldn't find a way past Westwood in the Sheffield Wednesday goal.