The U’s lost 3-0 at home to Sheffield United in the third round, but although it was the same score as their first-round clash last season, it was a vastly-improved performance.
Tony McMahon’s free-kick separated the sides at the break after an even first half.
Tom Craddock and Justin Richards both had chances to equalise, but after being let off the hook, the Blades struck through Dave Kitson and Nick Blackman to book their place in the fourth round, where they will travel to Premier League Reading.
Wilder had said pre-match the most important aspect, given the context of last season’s disappointing display, was for the home side to compete – and the United manager had no complaints.
He said: “I think we pushed them pretty hard and it was a decent performance.
“Maybe it was just the big moments in terms of decisions and their quality have decided the game.
“We knew we were up against quality, but I didn’t think my players looked out of place and they gave a good account of themselves.
“It came down to the big moments – if Tommy or Justin score and one or two of the others hit the target it might have been different.
“I don’t think we deserved to lose 3-0, that’s what happened, but it’s a lot better than last season.”
It was the first time United had tasted defeat since November, but they have little time to lick their wounds.
Tomorrow night they are back in cup action, when Southend United visit in the Johnstone’s Paint Trophy area semi-finals.
Wilder urged his players to take the positives from Saturday’s game and move on.
He said: “We have just got to go and not get knocked out of two cup competitions in the space of a week.
“We’ve done OK, but we have to keep believing.
“It’s been a decent run for us and I would rather it came to an end in a cup competition against a higher-league team.
“But we have to go again and I’m sure we will do.”