Sheffield Wednesday 2 Peterborough United 1
Wednesday, who had gone 12 games without a win before the former Preston boss took over, are now playing with a new-found confidence and slowly clawing their way clear of the drop zone.
Tudgay, who had not found the target since October, broke the deadlock on the stroke of half-time and added a second leaving Posh without an away win and firmly anchored to the foot of the Championship
The newly promoted side almost found a way through in the opening minutes, Reuben Reid stretching to meet Jake Livermore's corner at the far post but the angle was too tight.
Tom Soares, scorer in 2-1 midweek win at Blackpool almost broke the deadlock, after Michael Gray's corner had been only half cleared, the on-loan Stoke midfielder drilled in a low shot from the edge of the area, but with Joe Lewis unsighted it hit Tudgay and spun clear of the target.
Quick thinking by Tudgay on 30 minutes carved out an opening for Darren Potter. The Wednesday striker chested the ball into his path, his fierce shot hitting Livermore and crashing against the bar.
Lewis pulled off a spectacular stop finger-tipping Darren Purse's close-range header over the top before Wednesday struck on 45 minutes, Tudgay steering Gray's corner beyond the keeper's reach for his seventh of the season.
Wednesday pressed for a second to kill off Peterborough, but three times in quick succession Scott Griffiths kept them at bay blocking shots from Leon Clarke, Tudgay and Gray.
Centre-back Purse almost found a way through, narrowly heading over before Tudgay added a second on 67 minutes, Potter's corner was flicked on by Purse to Tudgay, who finished clinically at the far post.
Griffiths had a low strike pushed away by Lee Grant before Livermore struck 14 minutes from time to set up a tense finish.