After 11 Championship outings this season Wednesday are still without a victory but Jones, although frustrated his club have not converted any of their seven draws this term into three points, is confident the Owls are on the verge of finding a winning formula.
"Seven times we've been in the lead and not held on to it and we've ended up drawing games. It's a bit frustrating for everybody but we do think there are circumstances that give us that problem," said Jones.
"We've never had the same defence for two games on the trot, we've always had an injury, players came into the club who had had no pre-season so we've had to get them fit... but I'd maintain we're not that far away and that shows in our performances.
"We've just got to try and get this monkey off our back and get that winning goal."
With Wednesday second from bottom, reports of dressing room unrest have emerged, but Jones rejects those rumours and says his squad are working well and are endeavouring to move up the second-tier table.
"The mood is good and it always has been," Jones said.
"Everyone wants that win and there's a good atmosphere. You always get the standard 'the dressing room's gone, morale is low, there's fighting in training' - but none of that goes on.
"They're just tittle-tattle rumours at the end of the day. The lads are a good bunch, they work hard and want to do well and there's a really good, strong atmosphere - not just with the players but with the staff, too. But we want that win and we want it quickly."
Jones also told FL72 Preview the future is bright for the Hillsborough club and says he just needs time to turn that potential into success.
"You need stability and you need a pathway you're going to go along to make your club stronger, established and well and truly cemented in what you're trying to do," he said.
"We've just started an academy here, we've got it up and running and I think we're doing well; we've got some good kids coming through the development programme, some good players in the first team and we feel we're getting there.
"It just takes a little bit longer than what we would like - what I would like - but that's the way it's got to be."