Sheffield Wednesday are unbeaten in their last nine matches in all competitions.
The 21-year-old left-back was pushed up the pitch for Wednesday night's 2-1 Capital One Cup fourth-round defeat at St Mary's.
Nathan Byrne has made five appearances for Wolverhampton Wanderers to date.
Steve Evans was named Leeds United head coach last week.
Sunderland's Tottenham Hotspur loanee was among the many left amazed by the former Stoke City signing's finish in the New England Revolution's 2-1 MLS Cup Playoff defeat to D.C. United.
Crystal Palace lost 5-1 to Manchester City on Wednesday night, with a number of players missing out through injury.
City will face Hull in the League Cup quarter finals.
Tottenham Hotspur are also said to be interested in the Danish international.
Southampton defeated Aston Villa by a 2-1 scoreline on Wednesday.
The Norwegian has been discussing his star striker.
Tottenham beat West Bromwich Albion 3-0 on Saturday, and here are five things we learned about Spurs.
The best images as Celtic secured a place in the Scottish League Cup final at Rangers' expense.
Tottenham are reportedly now hoping to sign MK Dons midfielder Dele Alli from under the noses of Newcastle United.