But that 100 per cent record came to an end as Leinster fought back in the second half to secure a 16-13 victory.
Cardiff Blues had led 13-3 at half-time thanks to Gareth Anscombe, who converted his own try and knocked over a pair of penalties.
But Rhys Ruddock went over for the visitors on 49 minutes and Johnny Sexton kicked the rest of the points - to add to a first-half penalty - to lead Leinster to victory.
Wilson said: "We will learn from it, we will have blips along the way and the important thing is how we bounce back from them.
"We've picked up our first loss of the season and we will deal with that. If you had offered me four wins from five I would have taken that, we're still in a good place.
"But it's a bitter pill to swallow. We were extremely competitive and we created enough opportunities to win that game and didn't finish, which is something we need look at.
"Certainly a number of decisions went against us but we have to take that away and not be reliant on that by finishing some of the chances we created.
"There were a couple of soft points their way as well. We are still where we need to be in terms of performance, there's still plenty of hunger and passion but ultimately it came down tour lack of finishing ability.
"The players they stuck in there to the end. It wasn't about our effort it was about us not being as clinical as we have been to put enough points on the board against a very good defence.
"Some of our deep, inside the opposition 22, attack wasn't structured quite well enough and was a little bit scrappy and easy for them to defend.
"The boys were disappointed, frustrated at a number of things but there were a lot of positive messages that on another day we win that game.
"We're talking about a lot of missed opportunities that led to a very narrow loss to Leinster."