Jones' first game in charge of Sheffield Wednesday in the Championship was a 2–2 draw away to Derby on 18 August 2012. Two home wins in the next two matches and a League Cup victory over Premier League side Fulham saw Jones stretch his unbeaten start as Sheffield Wednesday manager to eighteen matches. Jones' first defeat eventually came on 1 September 2012 after eighteen games unbeaten, a 2–1 loss away to Crystal Palace. Jones returned to his former side Cardiff for the first time as Sheffield Wednesday manager on 2 December 2012, losing 1–0.
