The visitors were in control of Saturday’s game at Roots Hall and created several good chances, especially in the first half.
After failing to make the most of the openings, the U’s looked set to take a point, but a defensive lapse six minutes from time allowed Ryan Leonard to head the winner.
Wilder was livid with the result, which saw his side slip seven points adrift of the play-off places in npower League Two.
He said: “I’ve said what I had to say to the players, regardless of whether they like it or not.
“I let them have it and I think rightly so, because this is a game we should won, without a shadow of a doubt.
“From the first minute we should have been 1-0 up – I’m not saying every chance should go into the back of the net, but my goalkeeper’s not had to do anything apart from pick the ball out of the net and boot it a few times.
“We’ve defended pretty well, but we haven’t defended all the way through.
“We passed it in midfield pretty well, we created chances, but we’ve not stuck the ball in the back of the net.”
He added: “I can’t dress it up. We’ve lost a game of football and I’m very annoyed.”
Alfie Potter had the two best opportunities, but after being sent clear the winger was unable to beat Southend goalkeeper Paul Smith.
Wilder was bitterly disappointed not to make the most of their bright moments, but was equally irked by the manner of the winning goal.
He said: “We have to put teams to bed, but we haven’t.
“It’s not even as if they’ve created anything – it was one long ball.
“Instead of getting there quickly and clearing it we haven’t and the ball ends up in the back of our net.
“It’s an absolute joke.” Luke McCormick came straight into the side after signing on deadline day.
The transfer provoked much debate among supporters with the goalkeeper having served a jail sentence after killing two children in a drink-driving crash in 2008, but if McCormick was nervous about a return to the Football League he did not show it.
Wilder said: “He’s gone about his business and played football. Talking about his football, his debut has been a calm one. He did everything neat and tidy.”