Gray was attending his son's wedding under an agreement put in place when he joined the club as a coach under former Owls boss Dave Jones in December 2012.
The Owls, who had won three of their previous four matches, turned in one of their worst displays in recent weeks in a 4-1 defeat.
"I don't think (it affected the players)," said Deehan after his side conceded four goals for only the second time this season.
"You would have to ask the players. But the preparation was exactly the same as always.
"Stuart coached the team, he selected the team, nothing changed in that respect.
"We lost out to a better team on the day.
"We have a big game on Friday now against Leicester and we will begin preparations straight away."