The Owls battled back from 3-0 down at half-time after goals from Ben Doak and a Finn Azaz brace. The visitors hit back via Svante Ingelsson, Josh Windass, before Boro's Rav van den Berg was sent off, with Yan Valery grabbing a 61st-minute leveller.
Wednesday have lost just one of their past eight and have now picked up 15 points from losing positions this season, more than any other in the second tier.
Rohl said: "We saw what it means to play against a very good team in the first half and that's why they are in the top six.
"In the second half you saw two things: that we can change some things at halftime with subs and tactics, and the biggest thing is, you saw how strong our belief is.
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