The Owls came away from a bumper crowd and partizan atmosphere at Hillsborough with a 1-0 lead thanks to JP McGovern's 12th-minute strike.
But it could have been more as McGovern hit the woodwork and The Bees were lucky not to have Andrew Frampton and Isaiah Rankin dismissed for cynical challenges on James Quinn and Glenn Whelan respectively.
But roll on Monday night, and Sturrock is looking forward to the challenge.
He said in the post match press conference: "The essence of the night for us was not to get beaten and to win the tie - the pressure is on the home team now and we can do the sitting tight and hitting them on the break.
"The goal settled us down and we almost got a second. If that had gone in the whole complexion would have been different. We need to go there and be thoughtful, but if we sit back, Brentford will throw a lot of big boys into the box and that is asking for trouble."
Keep logging on to Wednesday-mad in the next few days as we get reaction from two Owls stars as they look forward to Monday's make-or-break clash.