Steve Adams had an early chance after nine minutes and his 20-yard right-foot shot from the left channel was saved by Carlo Nash diving to his right.
Brian O'Neil had a header cleared off the line and then Chris Eagles, after half an hour, had a left-wing cross which was headed by Graham Coughlan wide of the left-hand post.
Burton O'Brien hit a 15-yard left-foot volley straight at the Preston goalkeeper after 36 minutes.
Five minutes before half-time Chris Brunt hit a 15-yard left-foot volley wide of the right-hand post. One minute was added before the interval.
Barry Corr was booked by referee Mr Foy after 53 minutes for a dive after an altercation with Preston central defender and Jamaica international Claude Davis.
David Nugent had a 20-yard right-foot shot punched away by Owls keeper Nicky Weaver and the rebound came straight back to Nugent, whose 15-yard right-foot was deflected for a right-wing corner.
David Jones had a 20-yard shot which went over the bar and then Nugent had a 15-yard left-foot shot which the keeper parried.