The Royals head to South Yorkshire on Friday sitting one place and two points clear of Wednesday in fifth spot in the Championship table.
Victory for Reading would cement their spot in the play-off places and strike a blow to a rival while defeat could see them fall outside the top six, depending on results elsewhere.
Stam admits that his side are under pressure but feels his squad can use that to their advantage ahead of their showdown with the Owls.
“We need to enjoy the pressure,” the Dutchman told the club's official website. “It does not need to be a burden. As a footballer you want to play for success, you want to play as a team and as a club to get somewhere. We cannot let there be a pressure on our shoulders, you need to enjoy it.
“We gave ourselves the chance to be here and be fighting with the best teams in the Championship to go up to the Premier League. We need to be proud of ourselves at what we have achieved already and we need to finish that off.
“Everybody needs to realise that we have put ourselves in this position by playing good football, by getting results and by working very hard.”