The Latics registered their first Sky Bet Championship victory on the road since January 1 thanks to two Nicky Maynard goals in the space of seven first-half minutes and a Marc-Antoine Fortune effort at the death.
Maynard's first strike ended a 322-minute wait for an away goal in the league and the win meant that justice was served after their original visit to South Yorkshire in December was called off due to a waterlogged pitch after an hour, with Rosler's men leading 1-0 and dominating the game.
Rosler took extra joy after the game, knowing Wednesday - who went into the game on an 11-match unbeaten run - were a different proposition from the one they met before Christmas.
Asked whether he felt the result was justice, Rosler said: "Football doesn't operate like that.
"Stuart Gray was my former manager at Southampton and has done a tremendous job.
"It was a different team to the one we faced in December. It was a big challenge for us, they are a team in form.
"The first goal changed the game. Last week we played better but lost but this time we got the goals at the right time.
"The second half was a professional job, we saw it out.
"Overall I am delighted to beat such a strong team in Sheffield Wednesday."
Wednesday boss Stuart Gray saw his side's impressive run of form come to an end, though it could have been a different story had they taken their chances.
Atdhe Nuhiu was the main culprit, wasting a golden opportunity just minutes before Wigan took the lead, and Gray knows that was costly.
"We didn't get it right in both boxes," he said. "Between the boxes we did okay.
"You have to put the chances away when you get them.
"It was a good chance, Atdhe will be disappointed, as we all are. We needed that first goal because they are a top side.
"The run had to come to an end, we are disappointed to lose at home.
"We put that away now and we focus on the next game."
Wednesday suffered a further blow midway through the second half when midfielder Jose Semedo was carried off with an ankle injury and Gray revealed he went straight to hospital for X-rays.
"He has gone to tackle with his left foot and his right foot has collapsed," Gray said.
"He has gone off to hospital for a picture. We are not going to jump to conclusions, we will wait for the results of the X-ray.
"You know if Semi goes down then it's serious because that's his personality."