The Owls have moved to bolster their attacking options by taking Keane on loan from Premier League heavyweights Manchester United for the remainder of the season.
The England U21 international dropped into the Championship on a similar agreement last term, and helped Queens Park Rangers to secure promotion.
Wednesday will be hoping that he can make a similar impact at Hillsborough and open his senior goal account.
Nuhiu believes Stuart Gray was right to bring in forward-thinking talent during the January transfer window, with the Austrian aware of the need to have options despite his own place in the side threatened by new arrivals.
He told the club’s official website: “Competition for me is something that makes me play better. Competition always makes you a better player because you need to fight for your place.
“Whether it’s a striker or any other position, I always welcome every player who comes here and help them to settle into the group. Everything that happens is down to what you do on the pitch and what team the manager chooses to select.
“I hope he (Keane) can come here and help us achieve our goals.”
Nuhiu is Wednesday’s top marksman this season with seven goals in all competitions.
Four of those have come in second-tier outings, but there is a need for him and those around him to raise their game over the final few months of the season.
The Owls are the joint-lowest scorers in the division, so the arrival of Keane should come as no surprise as Gray seeks to bring greater firepower to his ranks.