Owls skipper Bullen has enjoyed his time at Wednesday so far this season but being away from his Scotland-based family has been hard, especially when the team lose.
He occasionally gets time to go back north of the border to see his wife and children but did not want to move everyone down to Sheffield in the summer for the sole reason that he was only on a one-year deal.
He told Footymad: "It’s not an easy thing and it is hard to describe to someone who isn’t in the same situation - I had a nice three-and-a-half hour drive back up to Scotland to see the family because Paul gave me Monday off. It’s easy when I go home to my flat when we have won and have three points in the bag but it’s the total opposite when you have let two goals in against Brentford in the last few minutes for example – those are the times when you need your family around you.
"But my family and I decided to do this in the summer, my wife has been absolutely outstanding about it and my kids are at the sort of age where they don’t fully understand. Obviously I would love my family down here but signing a one-year deal and knowing that things may not work out after uprooting my children just to go back perhaps it’s not the ideal situation but we are working through it."
One particular low point in the season for the well-travelled defender was being unmercifully booed by the home crowd following a mistake he made in the last minute against Bradford - although still holds the club's supporters in the highest regard.
Bullen's weak header back to David Lucas enabled The Bantams to win the game 2-1 and every time he touched the ball after the mistake, which he held his hands up for afterwards, he was jeered by some sections of the crowd.
"I deserved the stick I got against Bradford," He admits. "I made a mistake, we lost the game in the last minute but we should have won it anyhow. I make a bad error and we end up losing.
"As a footballer you love the parts when things are going well and you are getting pats on the back but you have to get the occasional kick up the backside when things are not going your way and that’s what happened to me against Bradford and I deserved it.
"Then against Doncaster we get 29,000 fans in watching us – more than what watched Crystal Palace against Manchester United, all the fans were absolutely superb and it sums up the club I am playing for at the moment, it’s absolutely outstanding."