First-half strikes from Craig Davies and Michael Ricketts gave Athletic an easy 2-0 win.
Deon Burton was taken off just before half time after going down under a late challenge while Lee Bullen played the full 90 minutes but did not look comfortable at all.
It's The Owls' second successive defeat to league one opposition following Saturday's 3-0 drubbing at Port Vale and serious issues need to be cleared up before the start of the campaign otherwise may supporters predict a campaign of struggle.
Supporters who want to see highlights from the Oldham game can tune in to 'Channel M' on Sky channel 203 on Sunday 5th where the match will be shown at 12:30, 16:00, 23:30 and 01:00 - repeated on Monday 6th (14:30), Wednesday 7th (11:30), Thursday 8th (12:00) and Saturday 11th(18:00).
Meanwhile, Kenya international striker Dennis Oliech will spend the week on trial at Middlewood after being told he can leave French side Nantes.
Oliech, a 23-year-old forward has only scored four goals in two years for Nantes, were relegated from Ligue 1 last season.
Oliech has been previously linked to some of Europe's top name clubs and is one of his country's highest profile players and according to his agent, he will spend the week in Sheffield in a bid to secure a permanent move.