Wilson this week left his director of football operations role at Saints to join Rangers.
Saints boss Hasenhuttl said: "It was surprising for sure.
"What I can say is that I had a very good relationship with him and I liked to work with him. He is a fantastic character and a great personality. I liked to work with him. I enjoyed every minute.
"He goes to a famous club and has a new challenge, we wish him all the best. For us, it's a big loss for sure.
"This is what happens in football and it's important we bring somebody new in."