Adam Clayton's 85th minute goal was enough to separate the two sides and leave the Latics seven points away from the playoffs with two games in hand.
Speaking to the club's official website Rosler said: “The result of course is very disappointing, but from a football point-of-view it is one of the best performances since I’ve been at the club.
“We played some very good football in difficult conditions and limited Huddersfield to few opportunities, particularly in the second half.
“Our shape was good and I was delighted with the way in which we attacked the opposition but when you don’t score from those moments the other side always have a chance.
“Their goal came from a clearance we couldn’t make, and was helped by the wind behind it. Overall, I’m as happy as is possible after a defeat.”
Next up for the Latics is the trip to face Sheffield Wednesday on Tuesday evening before the FA Cup game against Cardiff City at the weekend. The next home game is a week on Tuesday against Barnsley.