The 20-year-old became the Blades' record signing when signed from Liverpool last summer in a deal worth £23.5m, but has yet to score for his new club in 20 appearances.
Despite failing to come on against the Reds last weekend, Wilder is sticking by the England U21 forward.
"I will explain when it's right regarding Rhian," Wilder said, via the Sheffield Star.
"It's a tough gig for him. We felt the best way of going about it was to play McBurnie and McGoldrick. Lys Mousset is not 100 per cent fit, and then it's a decision between him and the skipper.
"I suppose if Rhian comes on and the skipper doesn't, the question is: 'Why aren't you playing the skipper?'
"I always have those decisions to make.
"I know there will be a little bit of criticism about it, but he will come good.
"He's an England Under-21 striker, but maybe he has to find his form and feet in another division.
"It was always going to be an introductory season for Rhian. People may think: 'Well, why spend that money on him?' and I think availability and wages might come into play.
"Rhian is going to be a player, and we have good young players at this football club.
"The season has been a disappointment but it's one we can learn from and look to bounce back."