Tommy Miller and Gary Madine scored the goals to secure a third straight home victory for the Owls as they bounced back from last weekend's defeat at Brighton.
Megson believes the end of the season may be coming too soon for his resurgent team after amassing 10 points from their last six games.
He said: "I think we are safe now. Obviously mathematically we are not, but it would take other teams snookers to get up where we are. I never thought we would have an issue anyway after the last two home games.
"The team I took over hadn't won for six games and couldn't buy a win at home. We have now won three home games on the spin and have scored eight goals and had one against us which was a fortunate goal, so we are improving.
"Obviously we need all of these things, and once the season comes to an end we need players to remember what they are doing to get these results and to keep it going."
Source: PA
Source: PA