The Owls disposed of Jones on Sunday following a 2-0 loss at Blackpool and 48 hours later they responded by beating league leaders Leicester 2-1 at Hillsborough - just their second win of the season.
Both goals came from Wickham and he was delighted they showed a reaction.
"We have dealt with it, we have all been in the situation before where we have lost a manager but we have to get over it quickly," the on-loan Sunderland man said.
"Personally I have got the utmost respect for the gaffer (Jones), he brought me in and showed belief in me when maybe no one else did last year.
"But we have to get over it, we had a game 48 hours later and the reaction we showed was top class.
"Our performances haven't been up to scratch, that wasn't down to the manager, so it is up to us to pick up from here and move forward.
"We've got a good bunch of lads and we know how to deal with these situations as a team. We showed everyone what we are capable of doing when we get our heads down and perform well."
The win saw the Owls close the gap on 17th-placed Charlton to three points and Wickham knows they have to use the win over Leicester as a springboard over a period where games come thick and fast.
"It needs to be a platform, we've got a lot of games coming up over the next six weeks, there are a lot of opportunities to pick up points and we need to start doing it.
"We are more than well equipped. We saw against Reading and Leicester, when we turn it on, we really turn it on.
"When we do play we can beat anyone, no matter where they are in the league."