The home side seemed on their way to three points when Allan Saint-Maximin scored in the 90th minute to help Newcastle take a 2-1 lead over Southampton.
But James Ward-Prowse scored in the sixth minute of stoppage time to steal a point for Southampton away from St. James’ Park.
The Newcastle players looked distraught at the end of the game and Wilson stressed that his team are struggling to learn from their mistakes and take those lessons into the next game.
He admits that it was frustrating to concede such a late goal and insisted Newcastle should have stopped Southampton from scoring in the 96th minute.
Wilson told BBC’s Match of the Day programme: “It’s crazy. Football is harsh at times.
“We still haven’t learnt our lesson. It’s obviously frustrating – everyone is frustrated but it’s the way it’s going at the minute. Sometimes it happens, you’ve got to find a way to get a result.
“Things aren’t going our way for the minute but we have to dig in over the international break.
“You’re always vulnerable when you have just scored but as professionals, they shouldn’t be nicking it late on like that.”
The forward also added that Newcastle had enough chances to bury the game but admitted that the problem is that they are conceding too many goals for comfort.
“We had enough chances in the game.
“We are conceding too many goals at the minute.
“We need to work harder to make sure that stops because it’s disappointing when you score what should be a last-minute winner and then it gets taken away.”
