The Owls were desperate to add to their left-back options but could not tempt Charlton into selling.
Wednesday were desperate to add to their left-back options in the dying days of the summer transfer window, but were unable to snare Fox despite the bidding approaching the £2 million mark.
It is understood that all three offers were made prior to Charlton's EFL Cup fixture against Southampton Under-23s on Tuesday - hours after the Addicks landed former Brighton full-back Adam Chicksen.
Adam Chicksen (left)
Still, the League One side were unwilling to lose the 21-year-old academy product - who made his Charlton debut against the Owls in 2014.
Wednesday, who signed another Addicks left-back Rhoys Wiggins a year ago but sold him to Bournemouth in January, had previously struck a deal to re-sign Joe Bennett from Aston Villa, but the move was blocked by Villans owner Tony Xia and Bennett later joined Cardiff City instead.
Joe Bennett (left)
Instead, Owls head coach Carlos Carvalhal will have to make to with existing options Daniel Pudil and Jeremy Helan until January - unless he enters the free agent market.
Alternatively, the Portuguese could opt to deploy new signing Adam Reach there, having landed the versatile winger in a club-record deal from Middlesbrough with two hours to spare.
Adam Reach (right)