The Whites head coach admitted there was a 'sense of doubt' around his team when the game stopped going to plan and the goals they conceded were avoidable.
"It is a situation we have seen before," he said.
"We have to learn that if we have some weak points in a performance, after we must [work on these.]
"We didn't risk losing the ball in our half during 85 minutes, in this time we created chances to try to make a difference, we lost two balls in the last five minutes and the match was for them.
"This has happened a lot of times and we know that we have to protect ourselves in those situations.
"Also if we don't get what we are looking for, it is like a sense of doubt around the team, not the team, around the team. When things go well, everything is positive, everyone is happy around the team but when they are not in the way people are expecting, everyone is afraid. Clearly this was a very important match to try to make a difference."
Bielsa went on to say it was not the supporters in the ground who turned negative when Leeds' fortunes took a downward spiral.
"The opposite, because they scored after we lost two clear chances, one [for Jack] Harrison and one [for Patrick] Bamford and the stadium was supporting the team in this moment. Supporters felt the victory, the win was close in this moment."
Harrison and Bamford each had a number of chances to hit the net before Wednesday scored their first, an 87th minute strike by Jacob Murphy that came during a spell of Leeds control.
Bielsa's focus was on avoiding goals, rather than his attack failing to score them, and although Murphy was able to beat Kiko Casilla from an acute angle, the head coach wasn't aware if any blame was to be attached to the keeper.
"One mistake, we thought we had learned about this," he said.
"Even if we didn't play a brilliant match in attack, we have an average of 10 chances per match and when you take chances the attack is good.
"I think we have to focus more on not conceding avoidable goals.
"What we can do in attack is create chances to win.
"I don't know if Kiko could avoid this goal. We have to analyse more, we lost two balls in our half and the opponent took advantage of those, creating two chances."
Bielsa was keen to point out that his side had enjoyed a lot of control in the game and they could not seek to follow Wednesday's smash and grab example, perhaps nodding in the direction of their traditional problem with chance conversion.
"In the beginning of the second half we didn't manage the match well during a 10 minute spell. After we were out of this situation we have created enough to try to make a difference, but in the end we conceded a goal we could have avoided.
"But the conclusion shouldn't have been that one team that concedes 15 minutes in one match and controlled the rest of the match, conceded 20 per cent, controlled 80 per cent because the way we have to take in the future, we cannot do what the opponent did to beat us.
"We don't have to think that if we concede control of the match and wait until the end of the match and think we are going to create chances to win, this is not the way we have to follow.
"Obviously we have to pay attention when we concede minutes to the opponent, because the reality is the opponent got in a few minutes what we could not get in all the match.
"Clearly this was a very important match to try to make a difference. Of course it is not something definitive [but] it is a moment where it is very important to get a good result."
Tyler Roberts was missing from the matchday squad again and Bielsa simply said the attacker is in the 'recovery process' but Leeds did welcome back to the bench Pablo Hernandez, who came on as a second half substitute, and Jamie Shackleton.
Stuart Dallas ended the game limping after a collision in the final third but Bielsa was unable to give details on the injury.
"I don't know what he has, he is a tough player, a strong player," added the Argentine.