'Do we want to be contenders or pretenders?'
His charges, the boss later admitted, did have a little chuckle. Defender Enda Stevens joked it was like an episode of Gladiators.
But behind the smiles lies a serious message. The Blades have not had an opportunity like this to reach the top flight for a long time. Don't squander it.
"We don't know what's going to happen in the future," Wilder said, with reference to the January transfer window, "and we can only deal with the here and now.
"Some really good clubs ahead of us who have done great, but we're in and amongst it. We've told the players not to be frightened of it and not to take a step back from it.
"They had a bit of a chuckle when I asked them the question but it's the right way to go about it.
"People say that we shouldn't be where we are, and maybe we shouldn't, but we are, so let's give it a right go."
Wilder and his men travel to Portman Road this weekend to take on bottom club Ipswich Town as they look to cut the gap between themselves and the top two, Leeds United and Norwich City.
"We've had some bumps in the road along the way and haven't picked up as many points as we'd have liked to," Wilder added.
"We've got to match up some good, consistent performances with results. And if we can do that, we're obviously going to be there or thereabouts."
Defender Stevens, meanwhile, has praised United's team spirit after lifting the lid on a half-time players' inquest in the win at Reading earlier this month.
United's stars had a frank discussion after a goalless first half at the Madejski, and Stevens said: 'When that happens, it's not an argument or a fight'¦Â it just shows we all want the same thing. It's to help each other, and that's what we did.
'We've got a team of leaders in the dressing room, which is testament to the lads that the gaffer signs. A lot of players in there have played a lot of games, Bash included, and so they know what to expect from themselves and from the rest of us.'
Meanwhile, the funeral of club stalwart Derek Newbould will take place on January 9Â at Hutcliffe Wood Crematorium (1.15pm)