McGoldrick scored his second of the season, and first in six games, as Wilder's team survived a dramatic fightback from Preston North End to triumph 3-2 at Bramall Lane.
The Republic of Ireland international's last gasp winner came only a week after he missed a hat-trick of golden opportunities during his team's narrow defeat by Bristol City.
But Wilder, citing McGoldrick's all-round contribution since joining United on a free transfer, insisted he always knew the 30-year-old would prove an invaluable signing despite finding himself without a club earlier this summer.
Asked if he found the lack of interest in McGoldrick surprising, the United manager said: "Signings sometimes come from left-field. There's opinions about everybody isn't there.
"He's been getting himself into the right positions and people can see what an intelligent footballer he is, what a talented footballer he is.
"He was really disappointed last Saturday (at Bristol) because there were some really good chances for him. But's he's in the six yard box, he's putting himself in the right positions and, as I've always reminded, we need people to be getting in there."
Despite their encouraging start to the new campaign, United also entered the meeting with Preston under scrutiny following their goalless draw with Birmingham City three days earlier.
Citing McGoldrick's match winning contribution, after Alex Neil's side had fought back from 2-0 down, Wilder also warned against judging other new arrivals, including striker Conor Washington, before they have had time to settle in South Yorkshire.
"There's opinions about everybody isn't there," he continued. "There'll be opinions about Conor because he came into a team with five changes (against Birmingham) and that didn't produce a flowing performance.
"There will be people saying 'what have we signed him for?' The answer is probably the same reason we signed John Fleck and Leon Clarke, who I remember people asking the same thing about when they first came in."
United were threatening to overwhelm Preston when Billy Sharp and Chris Basham scored either side of half-time. But quick-fire efforts from Callum Robinson and Daniel Johnson restored parity before McGoldrick pounced with only three minutes remaining.
"Listen, they are fighting for their lives," Wilder said. "They've got talented players and a talented manager who has had more success than I've had. He's managed in the Premier League after coming through the hard way at Hamilton.Â
"They were never going to just roll over and they didn't. There's no gimme's."
"I was delighted with our performance and delighted for the players," he added. "I was delighted for us to show what we're about as a team as well. A lot of teams might not have come back again. From a mentality point of view, it was a real kick in the b***s when they got back to 2-2."