The Blues had come into the game on the back of six-straight league defeats, but a committed defensive effort and a strong set-piece performance allowed them to frustrate the home side and open up a 6-0 lead early in the second half.
The Ospreys hit back to claim the win as Alun Wyn Jones scored the only try and replacement Sam Davies added eight points with the boot.
But Wilson was pleased with what he had seen from his side and believes they have taken a major step forward which bodes well for the future.
“No-one ever wants to lose a derby but I am certainly a lot happier with that performance,” he said.
“We were competitive throughout and we put in a lot of good work defensively. We fronted up and that was a massive step in the right direction.
“I thought we also had dominance at the set-piece. Apart from the first scrum, where we conceded a penalty, I felt we were on top in that area and maybe a little unfortunate not to get a couple more penalties for that dominance.
“We have something to build on and the focus in the turnaround this week will be to keep improving and keep taking steps forward.”
