The 19-year-old joined the Owls on a temporary basis on February 8 and scored one goal - a 70th-minute winner at Leicester on Saturday - in his six appearances.
However, with Martin O'Neill's men hovering precariously above the Premier League relegation zone ahead of Norwich's visit to the Stadium of Light on Sunday, Sunderland have declined to extend Wickham's stay in South Yorkshire.
A Sunderland club statement said: "Striker Connor Wickham has returned from his loan spell at Sheffield Wednesday.
"The England Under-21 international joined the Yorkshire club in early February and scored one goal in four starts plus a further two substitute appearances.
"Wickham, who has scored once in nine games for Sunderland this season, is available for Sunday's home game against Norwich."