The England U21 international took in a short spell at Hillsborough last season after slipping down the pecking order at parent club Sunderland.
There has been no indication this summer that his situation at the Stadium of Light is going to improve any time soon.
The Black Cats have already bolstered their striking ranks with the acquisition of Jozy Altidore, suggesting Wickham may struggle for game time once more.
It remains to be seen whether Paolo Di Canio would be willing to sanction another move for the 20-year-old forward.
It is widely acknowledged that the youngster needs minutes and goals to build his confidence, and Wednesday would be prepared to offer him a stage on which to showcase his talents.
Jones is, however, eager to point out that no discussions have been held with Sunderland as yet.
He told the Sheffield Star: "I'm sure their new manager will want to have a look at what Connor has got.
"It is something we would be interested in if it came around, but it is far too early to even contemplate it at the moment."