The 19-year-old, who has been at Hillsborough for the last month, has claimed that he is in the dark over where his short-term future lies.
"I've enjoyed myself, but it's down to the clubs now and what will be, will be," Sky Sports News quotes Wickham as saying.
"I've been playing games here and really enjoying myself, and the gaffer has a lot of faith in me. I've played a lot of football since I've been here and I'm thankful for that. A decision will be made, but I'm happy here."
Wickham scored the winner in the Owls' 1-0 win over Leicester City on Saturday.