The Tigers came into the game on an eight-match unbeaten run but Reda Johnson gave Wednesday the lead and the Owls then had a Giles Coke goal controversially disallowed.
The decision looked set to cost them dearly when Robert Koren equalised but Hull goalkeeper Eldin Jakupovic then dropped a corner into his own net before Michail Antonio raced clear to make it 3-1 to the visitors in injury-time.
Jones said: "We've got good young players and we worked our socks off today. We frustrated them and they had nowhere to go.
"We didn't come here with a defensive line-up. When we had the ball we needed to use it, and we did.
"Sometimes, when you have a big man up front, you go long a lot, and we knew we couldn't do that today, but we had a quick team and the unit was really solid.
"We know there's a long way to go but we've been playing well. We just have to take our away form into our home form.
"We would have felt hard done by if we hadn't come away with a win. At 1-0 we scored a perfectly good goal and, for the life of me, I can't understand why he's disallowed it.
"You have to give the linesman credit for our second goal because the ball did go over the line. At least the linesman stood strong, because I don't think the referee was going to give it.
"If we hadn't got the three points, I would have been here berating the referee."