The visitors were unfortunate not to take the lead with barely 40 seconds played as Michael Gray fired goalwards from 12 yards, but Adriano Basso saved well.
Seyi George Olofinjana hit a 25-yard volley wide on six minutes, while Wayne Hennessey denied Darren Byfield at the other end.
Just after the half hour, Basso tipped Matt Jarvis’ drive behind.
In the second half Jarvis had a goal-bound shot blocked by McCombe.
Andrew Keogh tested Basso from 25 yards but he palmed the ball behind for a corner and then kept out Neill Collins’ header with 21 minutes left.
City’s Marvin Elliott and Steve Brooker then couldn’t find a way past Hennessey while Wolves’ George Elokobi missed from close range late on.