Bullen - a former Wednesday captain and number two to Carlos Carvalhal - stepped into the Owls hotseat after Carvalhal's departure by mutual consent on Christmas Eve.
And having studied for his pro licence with Unsworth - who spent more than a month in temporary charge of Everton before the appointment of Sam Allardyce - the former Sheffield United defender was an obvious source of advice.
"Obviously, I spoke to Andy Rhodes initially and explained the situation to him. But the one person I phoned was David Unsworth at Everton," said Bullen.
"We did our pro licence together up in Scotland, and David had been flung into Everton in the exact same position that I have recently. That was a little bit up and down for him, so I spoke to him and asked his opinions and what, having gone through that scenario, is there anything he wished he hadn’t done; is there anything he wished he had done?
"Ultimately, I think the main thing he said was trust yourself; have it clear in your head - don’t have two or three scenarios in your head, that you think oh I could do that, or I could do that, no. Focus on it; stick to it; make your instructions clear to the players and then trust the players.
"Sometimes you can overthink, over-analyse, and you just give them too much information. So let them go out, show what they can do and allow them to be what they are."
Unsworth's words of wisdom appeared to do the trick, with Bullen leading Sheffield Wednesday to a 3-0 success at Nottingham Forest on Boxing Day - to bring an end to the Owls' seven-match winless run.
Bullen previously revealed that he expects to be in charge until 1st January at Hillsborough, but could remain at the helm for Wednesday's FA Cup third round trip to Carlisle United the following weekend.
In that case, the Owls' next boss would be in line to begin his tenure against Sheffield United at Bramall Lane in 13 days' time.