Sheffield Wednesday came in for Warhurst in the summer of 1991, for £750,000. He began his career at the club as a solid defender, but midway through his second season, injuries to David Hirst and Mark Bright saw Warhurst deployed as an emergency striker. In a phenomenal sequence, he scored 12 goals in as many games, and after four years as a defender, was called up to the England national team as a striker. Warhurst was injured, however, and missed an opportunity to win his first cap. His scoring ratio inevitably slowed down, and when Hirst returned to action, Warhurst fell out with manager Trevor Francis, who wanted the player to return to defensive duties. In the summer of 1993, Warhurst was transfer-listed and left the club, having scored 18 goals in 88 games in Sheffield. Whilst at Wednesday, Warhurst played in both the 1993 League Cup Final as a striker, and the 1993 FA Cup Final as a centre back, due to David Hirst returning from injury and defenders Nigel Pearson and Phil King absent.