Billy Sharp's injury time goal brought all three points to the Blades against Norwich City on a day that looked as though it was going to end in frustration.
United had been on the receiving end of a few late blows themselves during Wilder's time in charge but this time, they were the beneficiaries as skipper Sharp headed in, three minutes beyond normal time.
John Egan had put United in front in the first half and the home side were cruising at that stage but one lapse in concentration allowed Daniel Farke's men a route back into the game, with on-loan Sheffield Wednesday striker Jordan Rhodes tapping in from close range.
The Blades bombarded the Norwich penalty area in the second half, with Oliver Norwood's expert delivery causing chaos in the visitors backline, however with chances going begging it appeared as though United were going to have to settle for a point.
Then, with the last attack of the game at the Kop End, Sharp latched onto a knock down from David McGoldrick following Chris Basham's cross and headed in what would be the winner - lifting the roof off Bramall Lane.
"It's about time we got a last-minute winner," said Wilder afterwards. "There have been some cruel results over the last 12 months at Bramall Lane, but now we've won a tight game against a talented team.
"I felt the best chances fell our way, but there's nothing better than a last-minute winner for everybody and it's about time it went our way.
"It's been a tough couple of weeks. We started in a manner we didn't want to but credit to the lads with an away win at QPR and to win a tight game shows what we're all about.
"Our skipper scored a goal in the 93rd minute, we kept going and we kept going and deserved the win and that's how it is.
"We were on the floor two or three time last year. Bristol City did it to us, Aston Villa did it to us and a few others did, too.
"I thought we came in at half time feeling a bit sorry for ourselves with the manner of the goal, maybe because of the manner of the goal. I thought we started very brightly but lost a bit of belief when they scored, but the lads got back on the bike and showed they're proper footballers."