The Republic of Ireland forward, who played a leading part in the club's promotion last term, is yet to get off the mark in the Premier League this term and some sections of the club's support criticised him on social media for missing chances in the recent home game with Southampton.
Wilder was alerted to some comments and believes it is hugely unfair to criticise the input of the former Ipswich player, who missed the weekend game at Everton with a groin niggle.
The Blades chief commented: "I think we have got to be careful as a football club, because of the results and the way we have played, that we don't put too much pressure on our players.
A couple of things got flagged up to me. This team, where they have come from, they do not deserve 70 per cent report. They deserve 100 per cent support.
"He (McGoldrick) has a finishing session on his own and then goes back out to have another finishing session, because he is trying to improve his skills and get that aspect of his game out of his system.
"It was then, he tweaked his groin. But that tells you what kind of boy he is.
"An international player.... Any sort of negativity or criticism towards him is ridiculous, because he gives everything for this football club and is brilliant for us."