Burnley came from behind against Wagner’s 10-man Terriers to secure back-to-back Premier League wins as Chris Wood and Ashley Barnes cancelled out Steve Mounie’s first-half opener.
The Clarets climbed out of the bottom three up to 16th, while Huddersfield remain rooted to the foot of the table, with just 10 points from 21 games and eight adrift of safety.
“This is exactly what makes it so exciting. To be the first one, to beat the statistics,” Wagner said after his side set a new club record of eight straight defeats.
“This is exactly what we have done a few times in the last few years. This is why we do this job, to be the first one who will do something that nobody has done before.
“We know how difficult this task is. Obviously it’s so difficult nobody has done it before, but this doesn’t change that we have our plan, our schedule until the end of the season.
“We have to make ourselves independent from the statistics, even if they are the truth.”
Town appeared on track for their third win of the season after Mounie headed them into a first-half lead to become the club’s first striker to score this season.
But Wood equalised from close range shortly before the break and Town defender Christopher Schindler was sent off a minute later.
The German centre-half was shown his second yellow card by referee Mike Dean for his challenge on Burnley teenager Dwight McNeil and the visitors took full advantage.
Barnes fired home a 74th-minute winner and Burnley held on despite the late dismissal of substitute Robbie Brady for his cynical challenge on Isaac Mbenza.
“We’ve had moments, not exactly like this, where we’ve had to do something which no-one has done before,” Wagner added.
“We got promoted with a negative goal difference and last season we stayed up with probably the smallest budget a Premier League club has ever had.
“This football club has done so many things in the past which no-one has done and now we have another task, another challenge in front of us. It absolutely excites us.”