He started his career as a trainee at Southampton and was released without making it into the first team. He moved on to Sheffield United in August 1986 and during his career he played for 11 clubs, including a long spell at Rotherham United before joining Halifax Town in 1999.
Wilder began his career in management at Alfreton Town. He took over at the club in late October 2001 and in the 27 weeks he was in charge won four trophies: the Northern Counties (East) League Premier Division, the League Cup, the President's Cup and the Derbyshire Senior Cup.
Wilder was in charge at Halifax for more than 300 games until the club went into liquidation on 30 June 2008, and he decided to join former Halifax defender Alan Knill, as the assistant manager of Bury.
After less than six months at Gigg Lane, Wilder was appointed as the manager of Conference National club Oxford United on 21 December 2008, where he only just missed out on a play-off place in his first season. Wilder's first full season in charge of Oxford began successfully and by mid-season they were top of the Conference table by five points with a game in hand. However, Oxford were overtaken by Stevenage Borough, who would go on to win the title and take the automatic promotion place, consigning the Us to the playoffs with Luton Town, Rushden & Diamonds and York City. They defeated Rushden & Diamonds to reach the play-off final, and gained promotion to the Football League by beating York City 3–1.
In their first season back in the Football League in four years, Wilder guided Oxford to mid-table safety. The team finished 12th, in the top half of the table, their highest finish in seven years. The next season Oxford finished ninth, after poor form late in the season led to the team dropping out of the play-off position they had occupied for most of the year. Oxford's chairman Kelvin Thomas gave Wilder his backing, meaning he would remain manager for the 2012–13 season. Despite failing to achieve a play-off place again in Oxford's third season back in the League, and intense speculation about his future at the club, Wilder was offered and accepted a further one-year contract for the 2013–14 season.
On 25 January 2014 he resigned from Oxford United as manager with the intention of joining League Two rivals Northampton Town as their manager.
On 27 January 2014 Wilder was appointed manager of Northampton Town, signing a three-and-a-half year contract. Wilder successfully battled imminent relegation to the Conference, after taking over the club in the relegation zone in League 2.