The Rangers striker completed a three-year deal yesterday, underlining the club's belief in his ability.
Wednesday splashed out a fee of around £125,000 for the striker who was the leading scorer in the old third division last season with Scunthopre United, where he was playing on loan.
He was forced out of Ibrox, as many young Scottish players are these days, in favour of big-name imports and decided that it was time to leave his boyhood club.
Turner's tenth signing of the summer is arguably the most important one as The Owls have been missing a natural goalscorer since the days of Mark Bright.
And the Hillsborough boss says the Scotland Under-21 star can become as big a name as that of Gers legend McCoist, who Turner coached at Sunderland.
He told Wednesday's official website: "Steven was always on my list of five strikers to target this summer. He is one of the hottest prospects to come out of Scotland in recent years."
MacLean joins David Lucas, Patrick Collins, Guy Branston, Lee Bullen, Paul Heckingbottom, Jon-Paul McGovern, Chris Marsden, Glenn Whelan and Lee Peacock as the new faces at S6.