Adam Clayton's 85th minute goal sealed victory for the Terriers in a game that was hampered by the difficult conditions.
Speaking to the Wigan Evening Post about the result, Rosler said: "It was a missed opportunity for us.
"I am very happy - or as happy as it's possible to be when you team has lost a game. I thought, against a team that can cause you problems with the way they play, we coped very well under very difficult circumstances.
"We played very well, we dominated the game, created more chances, enjoyed more possession, and restricted them to shots from distance.
"I felt the wrong team won but if we play like that more often than not we will win games on the road."
The Latics travel to Sheffield Wednesday on Tuesday where Rosler and his team will be hoping to return to winning ways in the hunt for a play off spot.