The Whites' head coach said it was a 'just' result after his side added energy to their performance in the second half and created an 88th minute Patrick Bamford winner.
Wilder insisted the quality of his team's chances meant it was the Blades who deserved to win but an inability to score the first goal cost them dearly.
Sheffield United are now without a point in three Premier League outings, while Leeds now have wins at home and away under their belt.
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"I thought it was a really tight game," said Wilder.
"They're an exceptional team, well coached, a lot of good players. I thought they were better for the first 10, 15, we've got to score the first goal. Their opportunities came from long range. We had the best chances in the first and second half. If you don't take your chances, Harrison finds a fabulous cross, Bamford finds a space off Jack Robinson and we're rueing not scoring the first goal.
"They're a very attack minded side, a lot of threats in the team and they've not really created anything.
"You watch the game, I don't agree with Marcelo's opinion that they deserved to win. When you have the better chances, which we did, McBurnie header, Robinson second, the chances in the first half, you have to score.
"We score the first goal I think it puts a completely different slant on the game."
Illan Meslier in the Leeds goal pulled off two world class saves in the first half to deny United and his opposite number Aaron Ramsdale was in the thick of it too on occasion, palming away dangerous efforts from Stuart Dallas and Luke Ayling.
But Wilder felt Meslier was by far the busier keeper.
"If you look at the game today there's never going to be a lot in Premier League games, in Sheffield United v Leeds United," he said.
"Fine margins. They found their little bit of quality and we've not found that quality off the back of the better chances in my opinion.
"Maybe I'm seeing it through rose tinted glasses, I didn't think Ramsdale had that much to do, he didn't get the Man of the Match award like the Leeds United goalkeeper did. Maybe I'm just disappointed that we didn't stick one past their keeper, who was excellent on the day.
"I believe we deserved to win the game on the clear cut chances. We didn't take them and ultimately we've paid the dearest price."