Ince returned to the dugout on the back of his five-match stadium ban and the Seasiders made the perfect start as Ricardo Fuller scored after just six minutes.
Dan Gosling sealed the win, Blackpool's third in 11 Championship outings, late on and boss Ince insists he was relieved in every sense.
"It's great to be back and even better with three points," said the former Blackburn manager.
"You don't realise how much you miss it. Five games is a long time.
"I was concerned if we'd got beat it would be my fault. Alex Rae and Steve Thompson have done a fine job. I wasn't sure whether to sit in the stands or the touchline and I was glad I did.
"We got the early goal which I wanted. We worked on that set piece. We thought we were going to go and get two or three but the problem was we thought it'd be easy but it wasn't.
"They had two or three good chances and I've been down there when you're struggling. You create good chances and I feel for Dave Jones.
"I had a go at the lads at half-time. We disrespected Sheffield Wednesday but we were brilliant in the second half. We had lots of chances and looked a better team."
Fuller opened the scoring with a close-range finish but the Owls had plenty of chances to get back into the game - with Jeremy Helan and Connor Wickham guilty of two bad misses.
Gosling's strike on 73 minutes sealed the points for promotion-chasing Blackpool but Wednesday still sit firmly in the relegation zone.
"This club has had 12 or 13 managers in recent years but sacking managers isn't the way forward," said a defiant Owls boss Dave Jones.
"We're all fighting for our jobs, but players have to start putting chances in the back of the net.
"We were probably the better team until the second goal. But we let players run off the back of us, we didn't track the runners and they got a second and it was game over.
"I don't have a magic wand and the problem is there is a little bit of fear in the players at the minute. But they shouldn't be fearful - things can't get any worse.
"I speak to the chairman every single day and you'll have to ask him if he's going to get rid of me. I don't know the lottery numbers and I don't know what my future will be either.
"It's frustrating. We've worked at things and you can see it coming but players have a responsibility."