James Constable fired Oxford in front in the 24th minute, but Matt Lund headed an equaliser for the visitors five minutes after the break.
It was the second week running that the U's had failed to win at the Kassam Stadium after being held by Wycombe last week.
Wilder said: "I'm not angry about it, it was an entertaining game of football, I'm just a touch disappointed that we didn't kill off the opposition.
"The first half was a decent performance from us, we created more chances than them, but we gave the ball away cheaply just after half-time and invited pressure.
"The opposition came back into the game through good play from them, and some lapses from us, but they are a good side who have not got their just rewards from the away games they have played.
"It became an end-to-end game. But a draw was possibly a fair result.
"But credit to Dave, he gave it a go for an hour and did well.
"So those two problems have not been helpful to our cause, and we ended up having a pretty youthful bench, but we still had two or three good chances to win the game."
Wilder added: "We've kept the unbeaten run going and we are still the highest scorers in the league, but these last two home games have been missed opportunities.
"Some things are not quite going for us at the top of the pitch but our forwards will come good, I'm sure of that."
- Sports & Recreation