His side's 20-16 victory ended a run of seven consecutive defeats for the Welsh region and seven wins in a row for Connacht.
It was only the third home league match of the season for Blues, and Wilson hopes it can lead to improved form.
"Hopefully it's given us a springboard to build some confidence," he said.
"I'm relieved after the last seven minutes of that game, but pleased with a big effort form the players to beat the league leaders."
Wilson believes the lack of home games has been a factor in the Blues' poor start to the Pro12 season.
"It's only our third home game of the season and people forget that and we've had two wins at home and a loss to Glasgow.
"We've talked about building that home record and if we are ever to give ourselves a chance to get where we want to be we have got to be winning at home."
The Blues' Cardiff Arms Park ground was out of commission during the Rugby World Cup when it was used as a fanzone.
It meant the Blues playing five of their opening seven Pro12 matches away from home - and losing all of them.
The former Wales Under-20 coach says it is important for his players to bond around the victory.
"I want the boys to have a beer and get that winning feeling back," he added.
"Winning pulls the squad together.
"It's not coming to work on a Monday on the back of another loss because that can get negative.
"We can gel from this win - pull together and get close and enjoy it. When you get the win you cherish it and build on it."

The 18-year-old took four wickets on the third morning as Middlesex collapsed from 249-5 to 293 all out, to trail by 122 runs on first innings.
Toby Roland-Jones then struck three times, dismissing both Zafar Ansari and Aaron Finch for ducks, to help drag the hosts back into the match.
But Curran's career-best 71 not out saw Surrey to a lead of 356, on 234-6.
During a chaotic morning, Curran started the rot by bowling James Franklin in the third over as Middlesex lost their final five wickets for just 44 runs.
Surrey reached 47 without loss with relative ease but, when Roland-Jones bowled Rory Burns (39), the visitors lost their next three wickets without adding a run.
James Harris had fellow Middlesex opener Dominic Sibley caught behind off the next over before Roland-Jones returned to trap Ansari and Finch lbw, leaving the visitors 47-4.
After Jason Roy made an attacking 37, spinner Ollie Rayner bowled the England limited-over batsman, then removed Steven Davies (20) to swing the match in the host's favour.
But an unbroken 126-run seventh-wicket stand between Curran and wicketkeeper Ben Foakes (50 not out) left Surrey firmly in control.
Middlesex head coach Richard Scott said:
"It sort of ebbed and flowed today. We didn't create the partnerships that we needed at the end of our innings.
"But, then we bowled really well in that middle session and took quick wickets. At one stage, we looked like we might bowl them out and set up a chase.
"But, Curran and Foakes batted really well and frustrated us and it clearly shows on this pitch when you get a partnership going, it's hard to get people out.
Surrey batsman Ben Foakes told BBC Radio London:
"It's a very good day for us. There was a stage in the middle where it didn't quite go to plan, but Sam (Curran) batted really well and I stuck with him.
"I think we're in a good position in the game and hopefully we can drive it home tomorrow.
"Sam bowled really beautifully at the start of the day and to take four quick wickets on this wicket is I think really difficult.
"To be able to blast them out was perfect for us and allows us to boss the game."
Cardiff Blues' win over Pro12 leaders Connacht can act as a springboard for the rest of the season, according to head coach Danny Wilson.
[NEXT_CONCEPT]
Sam Curran starred with bat and ball to help put Surrey in a commanding position against Middlesex at Lord's.