The 19-year old striker is on a one-month loan from Sunderland but is set to return to his parent club after the weekend.
However, Jones is keen to have Wickham remain at Hillsborough until the end of the season in a bid to help both clubs and player.
"I would like to keep Connor definitely. I think he would like to stay. It will all depend on what Martin O'Neill feels about him," he said.
"He has not played a lot of football over the last year and that eventually does catch up with you.
"He will have his ups and downs, but people forget his age. He is still a baby in footballing terms and if you are not playing week in, week out, then you are not learning as much. It is game time that gives you the experience. It is not training."
Jones added: "I think the kid has got an abundance of ability. It is just finding the switch which will enable him to go and push on for the rest of his career.
"I think at the moment it is hard work for him. He just needs to relax and play because he is a very, very good player."