Jordan Rhodes, Craig Conway and Michael Keane scored for the visitors with Lewis Buxton and Atdhe Nuhiu, with a double, replying for Wednesday in front of 22,792 fans in the Sky Bet Championship.
The day marked the 25th anniversary of the deaths of 96 Liverpool fans who had been killed in a crush inside Hillsborough at the FA Cup semi-final with Nottingham Forest on April 15, 1989.
That game had been called off after six minutes when the horror that was unfolding had become apparent to the referee, with fans climbing the fences at the Leppings Lane end and crowding on to the pitch.
Saturday's game kicked off at seven minutes past three, as with all games in the Premier League, Football League and Conference this weekend, after a minute's silence had been impeccably observed.
Wednesday coach Stuart Gray and Blackburn manager Gary Bowyer had laid wreaths behind the goal in front of the West Stand and a Liverpool shirt and scarf were also placed there.
Wednesday had marked the day by changing 96 blue seats to white and placing a single red rose on each on the lower tier of the stand at the same end of the ground.
Blackburn were the first to threaten but Jason Lowe fired wide across the goal from the edge of the area.
Blackburn went ahead after 11 minutes when the Wednesday defence failed to clear a ball into the box and Rhodes had the simple job of rounding Chris Kirkland before slotting the ball into the empty net.
Wednesday had their best chance so far when Liam Palmer chased a through ball but was beaten to it by Paul Robinson.
They went even closer when Michail Antonio set up Nuhiu but his shot from the edge of the area was beaten away by Robinson.
With 28 minutes gone Robinson again kept his side ahead when he brilliantly tipped a header from Antonio over the bar.
Wednesday were not to be denied and, from the corner by Maguire, Buxton came in at the far post and forced the ball in.
Wednesday were enjoying more of the pressure but the visitors went ahead again when the ball fell to Conway and he fired low and hard inside Kirkland's right-hand post.
Blackburn got a third when Jason Lowe crossed and Keane got up well to head past Kirkland 10 minutes before half-time.
Rhodes again had the ball in the net with 53 minutes on the clock but was rightly given offside before he fired high across Kirkland and into the roof of the net as rain lashed down at Hillsborough.
Kirkland did well to twice deny Rovers on the hour, first getting down well to his right to stop Rhodes who gathered a chipped ball over the defence.
Rhodes claimed the loose ball and cut it back for Rudy Gestede but again Kirkland kept the effort out. Antonio almost caught Robinson out when his cross hit the far post and Caolan Lavery could not get much power behind his hooked follow-up which he hit into the ground and Robinson gathered.
Wednesday got a second and it owed a lot to the persistence of Antonio who powered down the left and went the long way around Keane before firing a low cross.
Robinson got his hand to the ball but it bounced up for Nuhiu to force in from close range with 17 minutes remaining.
Rudy Gestede fired over after Rhodes had beaten Oguchi Onyewu to the loose ball and laid off to his strike partner.
Rhodes fired into the side netting after gathering from a poor clearance by the Wednesday defence as Blackburn continued to look the more likely to add to the score.
They were made to pay in the dying moments of added time when the visitors failed to clear from a Wednesday attack and Nuhiu hit his second goal high into the roof of the net from 12 yards.
Nuhiu almost claimed his third and Wednesday's fourth but Robinson beat away his shot and both teams had to settle for a point.