The skipper knows that The Owls have been the better of the teams in both games this season but just lost concentration in defence during the latter stages of the two matches to concede late goals.
Bullen told Footymad: "If you look at the two performances against the two teams, Wednesday have been the best team but if you look at the results, Brentford come out on top so we definitely owe them, results wise and that’s what we will try to do.
"We completely dominated the game up here and they got two late goals to win it but if we play the same way but better defensively, then we should not be scared of them. We will respect them and they deserve respect because they have had a fantastic season but we will not fear them."
There is no doubt that Wednesday's enthusiastic captain could be described in the 'well travelled' bracket, after all he has played professionally in Australia, Hong Kong and Greece, but tonight's game will be up there with the most important games he has every taken part in.
"I have played in a Scottish cup semi-final and a Scottish cup final so this is similar to the semi final I played in last season (with Dunfermline) against Inverness," he said.
"We were the favourites at the time and they took us too a replay but the Brentford game is going to be very tense and there’s going to be a lot of nervous people there but the fans can lift us, they usually do that job pretty well.
"The manager was saying to us that we have to be at home for the second game but I don’t know – you look at our home form and then you look at our away form – I don’t really find that a plus or a negative to be honest with you."
David Lucas is set to return from injury tonight although James Quinn has been passed fit after a bout of sickness.
Paul Sturrock has said that four players are doubtful but has not released names yet.
BEST OF LUCK TO THE OWLS - COME ON WEDNESDAY!