The Blades have yet to win away from home this season, with the club's two league victories from 17 games both coming at their Bramall Lane base.
They now face a difficult trip on Friday to Villa Park, where Unai Emery's side have won their last 15 Premier League games.
Victory over Sheffield United will provisionally take Villa top of the table.
"They've had 15 wins out of 15 at home so always a tough place to go," Wilder said of Villa during a press conference on Wednesday.
"They're on a fabulous run and an incredibly well-coached team with outstanding individuals and an opportunity for them to go top of the division Friday night.
"There's a lot of issues we've got to solve on the night but as we talked about it's no good getting on the bus if you don't believe or have confidence in your ability or your team's ability to go and get a result and that's how we must approach the game.
"(Emery is) a world-class operator with what he's achieved and won in Europe and the standing he has in the game and put that work in Villa really quickly and the majority of us are not surprised in terms of the effect the manager has had on that team."
Wilder has won one of three games in his second spell as Sheffield United manager, since replacing the sacked Paul Heckingbottom earlier this month.
"They've been battered and bruised, it's been a difficult first part of the season," added Wilder, whose side are six points from safety.
"They've shown enough life to me in the last three games that there is something in the season for us. We have to keep that going and hopefully they can keep on that upward trajectory they are showing me and, more importantly, the supporters.
"We've got to keep improving and we are learning on the job in the hardest league in the world."
Sheffield United have been beset by injuries this season but Wilder said: "It still is a young, inexperienced and naive group, but as I said no excuses. We go there and no matter what group we pick we fully expect and demand a committed and together performance because if not you get pulled apart at places like Villa Park."
