The 28-year-old appears destined to join Derby County after undergoing a medical at Pride Park this morning.
Speaking ahead of tomorrow's game against Middlesbrough, who had also been chasing Waghorn, Wilder said: "We can't be embarrassed. We put in and it hasn't been enough. We were up against some clubs at different stages of their development, who have got bigger pockets than us. If they say 'yes' then it tends to happen."
Wilder used his latest pre-match media conference to confirm Paul Coutts has returned to full training.
The midfielder has been absent since November due to injury.