Michael Hector and Rolando Aarons, borrowed by Wednesday from Chelsea and Newcastle United respectively last season, exchanged messages on the social media website, sparked by a betting company's tweet about Hector.
Aarons wrote: "nah tell sky to respect you", to which Hector added: "Hahaha Oi @SkyBet you need to sort this out".
And Odubajo's reply, a succession of 'Eyes' emojis, does little to quell speculation that he is set to become a Sheffield Wednesday player.
The right-back, who played for the Wednesday manager, Steve Bruce, at Hull City, is a free agent after leaving Brentford.
And The Sun reported last week that the 26-year-old was 'on the brink' of joining the Owls.
Wednesday have yet to make any new signings in the summer transfer window, although the Arminia Bielefeld centre-back, Julian Boerner, is expected to arrive shortly.
Is Odubajo heading to Sheffield Wednesday?
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