Leon Clarke opened the scoring in the 14th minute with a close-range finish and struck an 87th-minute winner after Franck Moussa's shot was parried by George Long.
Sandwiched in between Clarke's double-strike was Dave Kitson's headed equaliser from Barry Robson's corner after 72 minutes.
Wilson said: "It always feels a bit difficult to take when you've played well in the second half and been punished by one misdemeanour, I suppose.
"In the first half we weren't at the races at all, I'll be quite honest, but in the second half it was quite the opposite.
"It was one-way traffic in the second half and we got back in the game. We felt the ascendancy was ours and we felt we could go on and win the game.
"We had a penalty appeal turned down and having watched it again it's a stone-wall penalty. Would that have changed the game? Of course it would, but we didn't get it.
"The second goal came when there was no danger at all. It was just one mis-placed pass and unfortunately they've taken advantage of it.
"When all is said and done, Coventry are a good side and it was always going to be a difficult game."
Wilson also praised Jonathan Forte, who has returned to his hometown club on loan from Southampton until the end of the season. He added: "I thought Jonathan was a major threat when he came on. He's a very talented boy."
