The Owls striker is reluctant to head out of Hillsborough on a short-term deal, but will be left with little choice if his situation fails to improve.
He has been restricted to just four outings this season and has struggled to hold down a regular role since completing a move from Derby County in 2012.
Maguire is at a loss to explain his continued omission from Dave Jones' plans, but admits he cannot afford to spend much longer on the fringes of the first team fold.
He told The Star: "If the first team was doing brilliantly then that would be a reason for me not playing, but things haven't been going that way and I'm a bit annoyed watching it from the stands.
"I need a run of games. I'm still a bit of an unknown to them (the fans) and I'm annoyed as anybody. I come in, work hard in training like everybody."
The Scotland international added on his desire to avoid a loan move: "I went a full season last season thinking the same thing.
"Personally I don't really want to go out on loan because I see myself as having a future at this club.
"If I don't get that run of games then it might be the time for me to go get some."