The Manchester United ace scored Rovers' winner in the 1-0 derby win against the Owls at Hillsborough - a result which lifted Doncaster up to 17th in the early Championship table and left Dave Jones' side languishing in the drop zone.
After notching the winner, Macheda revealed he held talks with the Owls about a possible move but decided to join Paul Dickov's side on an initial one-month loan deal because he felt wanted by Rovers.
He told the Yorkshire Post: "I went to Doncaster because they were probably the team that really wanted me
"If I didn't go to other clubs, it was because they wanted me but they weren't sure about me.
"I came to Rovers because the manager really wanted me and I am happy to have made that choice."
Macheda confirmed he had the chance of moving to Wednesday, adding: "I did, but it's not my fault if I didn't come here.
"Maybe there has been some problems, I don't know. Maybe they didn't really want me, as Doncaster did.
"Maybe they weren't so sure about me. I went to Doncaster because they really wanted me."