A stoppage-time goal from Aleksandar Mitrovic condemned the Terriers to a seventh straight defeat in December.
With Cardiff City also winning the at the weekend, Town’s situation is looking bleak.
“Obviously it is a low point,” said Wagner. “Not only because we have lost seven in a row but how we lost it.”
Town host fellow strugglers Burnley on Wednesday looking for a much needed lift.
Striker Steve Mounie “It is a bit difficult for us and it is hard to accept. But in this season there are still some games and we will still fight until the end.
“We will try to win games; that is the most important thing. We have to just try to win the first game. Then the second and the third. We have to keep going.
“A win will be very important for us, it will give a lot of confidence to our team and to our fans.
“I feel like our fans need it because we have not given them enough this season.
“I am very disappointed because it was a very important game to lose, especially after the penalty save (by Jonas Lossl from Mitrovic in the 81st minute). “It is hard to accept. The dressing room is very sad with the result, but we have the quality to change these results.”
Town winger Rajiv Van la Parra is expected to complete his loan switch to Middlesbrough in the next 24 hours after watching Saturday’s 2-0 win over Ipswich Town at the Riverside.