Yossi Benayoun's early strike proved the difference at Loftus Road, where the hosts managed to eke out a 1-0 win despite coming under pressure throughout.
Last-ditch defending, wayward finishing and Robert Green's star display kept the FA Cup semi-finalists at bay, resulting in a first loss since February 8.
"I think everybody in the stadium, when they are realistic, saw we should have got something out of that game," Wigan boss Rosler said.
"QPR were obviously the team favourite before the season to go up, and the way we played, apart from the first 10 minutes, was very, very good.
"We had more attempts on goal, bigger chances and the clearer chances. I felt our morale, attitude and application was top draw.
"This team doesn't really know how to get defeated, doesn't want to get defeated, and we pushed right to the final whistle.
"The QPR goalkeeper, for me, was the man of the match. I think maybe Roy Hodgson should have a look at him.
"I am not happy with the result - obviously we hate to lose - but I am more than happy with the performance we have shown against a team of top, top, top players."
The win saw QPR move third in the Sky Bet Championship, cementing their place in the play-offs as the season enters the closing stages.
"Looking at them tonight you can see why they were unbeaten," R's assistant coach Kevin Bond, speaking instead of manager Harry Redknapp, said.
"They carry plenty of threat, plenty of energy and are a good side. At times, they gave us real problems.
"Rob Green had to be at his best and produced a great save right at the end. I thought it was a really good game tonight.
"We started brightly, got the goal, which we always badly needed, and then there was a lot of good football on both sides.
"Both sides were a threat and gave us one or two problems at the start of the second half, before growing into the game again.
"It was a real good game and we are highly delighted to come out victorious and keep a clean sheet and hopefully try to cement our place for the play-offs."
One of the main negatives for QPR was the sending-off of goalscorer Benayoun, who saw red after picking up a second booking in stoppage time.
"I didn't know he had it in his locker to get sent off," Bond said with a laugh. "I don't think he did either.
"I feel really sorry for him. I never actually saw it, but for Yossi to get sent off will be unlucky whatever happened."