City won 1-0 thanks to Kevin de Bruyne's first-half winner.
Semedo said afterwards: "We had two good chances to score, we couldn't score but we leave the stadium with a good sensation and everyone gave everything of themselves so if we keep doing that, we are going to do great things in the future. I'm proud of my team.
"We want to finish the season in the right way, we have two games at home now and one away and we are going to go for it.
"We had six in a row winning and seven unbeaten but today unfortunately we couldn't carry on with that level but we have a lot of positive things to take from this game and we are going to chase three wins."
Pereira has brought through right change
Semedo admits Wolves boss Vitor Pereira has driven a change of atmosphere through the club since he succeeded Gary O'Neil.
The Portugal defender also said: "With Vitor's arrival, we had a change and a change is always good. He makes us stronger, stronger connection with the fans now. All of that together and the way that Vitor wants to play.
"He makes us better and we are improving. It was a tough season but we are enjoying now. We knew that we weren't doing well but we had the quality to do better. We didn't win today but we showed team spirit and good qualities. We have a bright future in front of us."