The Blades have been written off by most after making the worst start to a season in the history of English top-flight football.
Tuesday night's victory against Newcastle was their first Premier League win of the campaign, following 15 defeats in 17 matches.
Wilder's side head into the weekend's round of fixtures bottom of the table and nine points from safety – a gap which may have grown by the time they kick off against Tottenham at Bramall Lane on Sunday afternoon.
The ignominy of getting fewer points than the 11 Derby managed in 2007-08 is also a real possibility for the Blades.
"I think the pressure has been off us for the last season and a half because, and rightly so, we were written off as soon as we stepped into the division, for obvious reasons," said Wilder, who guided the Blades to a ninth-placed finish on the club's return to the Premier League last season.
"That doesn't change for me but the outside perception, of course, changes because of what you achieve. But nothing really changes for me – we are underdogs in an extremely competitive division.
"I've said basically right the way along that we have nothing to lose anyway. It's possibly changed a little bit from last year but most people would expect us to be battling it out where we currently are, although we are battling it out in a position where we didn't expect to be in terms of points total.
"But that is something that we need to affect, whether it's nothing to lose or everything to lose we need to have the balls to go out there and produce performances when the pressure is on. That's what this division is all about and we have to keep doing it."
The Blades' injury problems are showing little signs of easing. He did not name names, but Wilder expects to be without seven players on Sunday.