In October 2023, he was appointed manager of English club Sheffield Wednesday, becoming the youngest manager in the English Football League.[6][7][8] He said he was looking forward to the challenge of his first managerial position,[9] while player Josh Windass said he was excited to learn from Röhl.[10]
Röhl's first game was a 1–0 defeat away at Watford.[11][12] His assistant coach Chris Powell urged the club's fans to be patient with Röhl.[13] His first win was a 2–0 victory over Rotherham United in his first home game.[14] Following four wins in seven matches in December 2023, he was nominated for the EFL Championship Manager of the Month.[15] Following 11 points from 6 games in April 2024, he took Sheffield Wednesday out of the relegation zone and was nominated for the Manager of the Month award.[16] Röhl secured Championship survival for Wednesday on the final day of the season following a 2–0 victory over Sunderland.[17] Following the conclusion of his debut season, Röhl signed a new contract at Sheffield Wednesday until 2027.[18][19]