Saturday's 1-0 win at Sheffield United means Saints have recorded three successive away victories without conceding a goal in all competitions for the first time since 1986.
Hasenhuttl was pleased with the clean sheet but knows there is still room for improvement.
He said: "It's important. I think that was the biggest problem last season. This season it's not the case that we don't give them any chances, they still have chances because it's very difficult in the Premier League to not give them a chance.
"Also the goalkeepers Angus and Alex (McCarthy) make a good development this season and the back five were very concentrated. It is good to see things develop that you have been working on. This can hopefully continue.
"Finally you need a bit of luck also, but luck you have to work for and I think in the moment it was a deserved win for us because we worked hard and we believe in what we're doing."
"We're an open side, that's the way we play, and that's why we created 17 chances and we should have scored, there's no doubt about it," said Wilder.
"The amount of chances we've created we should be coming in at half-time up in the game and we should definitely be getting something out of the game.
"It's ridiculous, really, that we haven't scored, we should have got something – minimum a draw. You've got to take those chances when they come in the Premier League."