The Owls were denied their first league win at the ninth attempt by Keith Andrews' late equaliser at Brighton on Tuesday night, while their winless run was extended to a total of 10 matches as they lost at Rotherham in the Capital One Cup in August.
"It's like a monkey on the back if you like and that's how everyone will see it," said Jones after his side registered their fifth point of the season at the Amex Stadium.
"We fought like lions here and that shows you how much the players wanted it.
"But they are not down, they are just incredibly frustrated that we made just the one error in 95 minutes.
"But we will carry on, the confidence is there, the determination is there and we go again on Saturday."
Wednesday take on Ipswich at Hillsborough at the weekend and Jones added: "I keep saying it, but we are not that far away.
"We've shown that in all but one game we have played this season.
"We were magnificent (at Brighton) and one lapse has cost us, but that's the way it's been for us."