Owls defender Reda Johnson's goal four minutes into the second-half proved sufficient to give Wednesday the three points to them above Steel City rivals Sheffield United.
Slade said: "We've got nine games left and they're all cup-finals now. We stayed in the game, which was the important thing and obviously we were disappointed to concede just after half-time.
"There was probably that little window of opportunity to get back in the game when George Porter's shot just went wide late on.
"We looked a tad deep in our defending for the free-kick that brought them their goal. There was a lot of pushing and shoving in there and Johnson gets free and the ball rebounds to him and he scores.
"They're a good side, they created a number of chances. They're a big side with a big budget and big playing staff and it was always going to be a tough game against them. For us to still be in the game 0-0 at half-time was ok.
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