It was the first time that the Blues had shut out the opposition since the start of November, and Clark has called on his players to remain focused in the weeks ahead.
"I'm very happy for the players, I think they've been unfortunate in the last few games where we could have had clean sheets," Clark told reporters following the match.
"Certainly Huddersfield away a few weeks ago where we're 40 seconds away from winning 1-0 there, and I think we've had a good shape - we had a good shape at Charlton, obviously we've come up against a terrific technical team in Watford.
"But against Sheffield Wednesday everyone stuck to the game plan, we knew what was going to be coming, and every single player has made a contribution. Hopefully we can take that on to Saturday now. It always gives you an opportunity when you're keeping a clean sheet, with the attacking players we have, to win the game."
The result left Birmingham in 17th position in the table.