And, according to the Warriors lock, his side must take opportunities when they are there.
He said: "In the first 40 minutes, we had a lot of opportunities to kill them off and we just have to make sure that, if we get those opportunities, we take them.
"They changed something at half-time and put us on the back foot - and we couldn't handle the pressure for the rest of the match."
The turning point came minutes into the second-half when wing Christian Wade picked-up a kick from Charlie Davies and sprinted through to dive over the line.
That stretched Wasps' lead to 16-9 and they never looked back after that - adding two more tries courtesy of Jake Cooper-Woolley and Guy Thompson.
Williams continued: "In this game you get chances at taking tries like that and obviously Wade is a player of great calibre and dangerous at things like that.
"There's not much you can do to defend against that. It was a moment of individual brilliance. They've got some good players in their side. We did think we could come here and win but it wasn't to be."
Williams and his teammates will return to training on Monday morning ahead of next Saturday's clash with Newcastle Falcons.
And the South African isn't underestimating the magnitude of the game.
He added: "The Newcastle game is a game we need to win. We have to start getting results.
"Now this game is over, we'll go back to the drawing board and focus on Newcastle."