The Owls, who finished sixth, are gearing up for a two-legged clash with third-placed Brighton & Hove Albion, who narrowly missed out on automatic promotion to Rhodes and his Boro team-mates.
The 26-year-old's father Andy is the goalkeeping coach at Hillsborough, and Rhodes would be happy to see his dad's team reach the top flight via the playoffs.
“Now the focus is turning into a bit of a Sheffield Wednesday fan and I am just glad our result went alright, so we didn’t have to play them in the play-offs," he said via the Yorkshire Post.
"I hope Wednesday get to Wembley and go up that way. I will be looking out for their results and I hope to go to a game.”
The winner of that semi-final will face either Derby County or Hull City in the final, with the Tigers looking for an immediate return to the big time following their relegation under Steve Bruce last term.
Carlos Carvalhal's Wednesday side have been excellent this calendar year, losing three meaningful games - not including a 2-1 defeat at Wolves on the final day, by which stage their top-six place was confirmed - and the Portuguese coach will hope his side can maintain that form when it counts.
They have faced Brighton on two occasions this season and both fixtures ended 0-0, prompting the belief that very little separates both sides ahead of Friday's first leg at Hillsborough.