The Red Devils spurned a number of chances before Radja Nainggolan's stunner saw them down Sweden and book their place in the knockout stages as Group E runners-up.
Belgium were similarly wasteful in their opener against Italy and Wilmots has urged his charges to become more clinical in front of goal.
"We did well defensively, but our finishing should have been better," Wilmots said at a media conference.
"We had to be patient. They were the team that had to score, so we defended a bit deeper. We got plenty of chances on the counterattack, but their goalkeeper was very good.
"We have some great players in attack. [Romelu] Lukaku had a great game. He won a lot of duels and created some chances for himself. Maybe we could have killed the game off earlier.
"But we are back on track. It is not easy to progress from a group like this. We have six points from three games, which is very good. We kept two clean sheets on our way to the next round. I can only congratulate my players. We have Hungary up now."
Defeat against Belgium meant Zlatan Ibrahimovic played his last game for Sweden after announcing in the build up to the clash that he will retire once his side's Euro campaign finishes.
And afterwards Wimots was full of praise for Ibrahimovic and wished him all the best for the future.
"Ibrahimovic is a great character. I complimented him with his career. He has done a lot of things for Swedish football. I paid him a compliment and wished him the best for the future," he added.
"You have to be very careful when you play against someone like Ibra. Sometimes he drops a bit deeper and then all of a sudden he is one-on-one with the centre-backs again. So we needed one of [Axel] Witsel and Nainggolan to help out in defence."