The summer signing played the full 90 minutes as goals from Leo Bonatini and Helder Costa helped Nuno Espirito Santo’s men secure a 2-0 win.
It was the midfielder’s first outing for Wolves after joining the club on a season-long loan from RSC Anderlecht earlier this month.
Speaking after the game, Dendoncker said: “These were my first minutes of the season and I have a good feeling. I think we played a good game.
“It’s always a nice feeling to be out on the pitch and playing games because that’s what football players like the most, to be on the pitch playing and winning games like today.
“These kind of games are not so easy to play because the opponent is very motivated, as we are, but they play at home with their fans behind them.
“The first half was not so easy because there was not a lot of space for us but, in the second half, I thought we were able to create opportunities, there were more spaces and I think we did well.
“We kept the ball and I think, most importantly, that we didn’t give away a lot of chances.”
Dendoncker has played in both midfield and defensive positions but featured at right centre back during Tuesday night’s cup tie.
And the 23-year-old believe it was important to keep a clean sheet and limit Sheffield Wednesday to few opportunities.
“For me, as a defender today, keeping the zero is maybe the most important and to not give away a lot of chances,” he explained.
“We spoke very well and I think Conor Coady plays a big role in that, he speaks a lot, he talks a lot and I think that’s very important.
“The defence needs to communicate a lot and I think we did well. I hope it can continue and we can keep winning. I’m glad for today’s win.
“I have to keep on training hard. That’s important for me.
“I’m happy with this first game but I know I’ll have to do more and keep on working to help the team, then we will see.”
