Sasso has made six Championship appearances for the Owls.
The 24-year-old is currently on loan with the Championship club from Portuguese side Braga until the end of the season. And with the Owls doing well in the league, Sasso admitted that he would certainly consider extending his stay at Hillsborough.
"We will see what happens," he told the Star.
"Of course, I feel really great here and I hope I will stay."
While the centre-back initially struggled to establish himself in Carlos Carvalhal's team following his move - with the likes of Tom Lees, Glenn Loovens and Michael Turner all competing for a place at the heart of the defence - the new year has seen Sasso given much more of an opportunity.
He has started the club's last three games, helping Wednesday to three consecutive victories, which has seen them stay two points off the play-off places and book their place in the fourth round of the FA Cup.
And if Sasso can help the Owls continue their winning run, not only will his manager find it very difficult to drop him, but he will also struggle to find a reason not to look to make his loan deal permanent.