McGeady struggled for appearances with the Toffees this season, after falling out of favour having put in a poor performance against Barnsley in the Capital One Cup back in August.
McGeady was substituted at half-time in Everton’s League Cup match against the Tykes, with the side 2-0 down.
After his withdrawal, Everton went on to win the tie 5-3 - and McGeady has not been seen in a Toffees’ shirt since.
“It has been demoralising," McGeady said. "You just think ‘what more can I do to get back in his (Everton boss Roberto Martinez) plans’. Obviously I wasn’t doing enough or I might have been given another chance.
“Whenever I spoke to him [Martinez], he just said the Barnsley game and that was it. Those were his reasons so what can you do?
“You can’t really change the manager’s mind by arguing with him. His mind was made up and I just had to accept his point of view.”
As a result of a lack of action, McGeady completed a move to Sheffield Wednesday during the January transfer window.
The Republic of Ireland international is determined to be part of his nation’s squad which travels to France for Euro 2016 in the summer, but realised that he needed to be playing regularly to earn his spot.
McGeady’s arrival at Wednesday is a signal of the Yorkshire side’s ambition, as they try to earn promotion from the Championship.