The Socceroos embarked on their campaign to reach the 2018 FIFA World Cup in Russia with a thrilling 2-1 win over Kyrgyzstan in Bishkek.
Ange Postecoglou's team deserved the points but not before surviving several goalscoring opportunities from the home side.
"We like to play attacking football but it is just as important to be strong defensively," said Wilkinson, who plays his club football for Jeonbuk Motors in the Korea Republic.
"We cannot just say because we are an attacking team we can expect to have some hairy moments in defence and be happy about that.
"Some of the best teams in the world play very attacking football and are still solid defensively.
"I think it is just about improving as a team and getting the balance right.
"We have shown in previous games that we can play an attacking game and also be strong defensively. We still have so much improvement in us which is great."
Wilkinson played for the Socceroos in the 2014 FIFA World Cup in Brazil and was a member of the squad that won the 2015 AFC Asian Cup in Australia.
He was one of Australia's best players in the games against Germany and FYR Macedonia and said the problems posed by an enterprising home team in Bishkek last month had more to do with carelessness in possession than with the indirect consequences of a more attack-minded game adopted by Postecoglou.
"I don't think it was a step back (defensively) from the Germany and Macedonia games," he said.
"Admittedly, we probably were not a solid as we could have been. We gave them too many chances because I think we gave the ball away too often.
"And when you do that you can be exposed in counter-attacks on account of us being too open.
"But we must give credit to Kyrgyzstan who threw everything at us. For them it was a huge occasion."
Wilkinson said the Socceroos will not be deterred in their bid to keep playing the Postecoglou way.
"Ange wants us to play a pro-active game and dominate games, that's his philosophy," Wilkinson explained.
"He wants us to play in the opposition's half for large parts of the game.
"If we can do that we will keep the opposition away from our goal."
Wilkinson, who is expected to be picked for the Socceroos' next qualifier against Bangladesh in Perth in September, has been the subject of strong speculation that he will return home when his contract with Jeonbuk expires in December.
However the former Central Coast Mariners captain who left the A-League in 2012 dispelled the speculation on social media as just unfounded rumours.
"I did say in an interview a while ago that I will look at offers when my commitments with Jeonbuk come to an end," said Wilkinson, who has been playing for so long that it is easy to forget that he is only 30.
"But that is all there is to it. I have not spoken to any A-League club so I'm not sure where these rumours are coming from.
"My future after December is up in the air, to be honest. It all depends on what offers are on the table.
"If I stay in Korea or move elsewhere my first consideration will be 'will my family be happy there?'
"If the answer is 'yes' then I will look at any offer. All I can say is we're happy in Korea and are enjoying our Asian experience.
"Of course there is no place like home and if I get an offer from an A-League club I would definitely look at that too."
Wilkinson is expected to play a key role in Jeonbuk's push for the championship and a place in the AFC Champions League semi-finals.
Jeonbuk will try to maintain its seven-point lead in the K-League when it entertains Gwangju on Wednesday night.
Jeonbuk is also favoured to beat Gamba Osaka of Japan when the ACL quarter-finals start in late August.
"Our league season is going well and I am looking forward to our two clashes with Gamba," he said.
"Since we play at home first we must get a good result first-up.
"The coach has been rotating the squad because of our domestic and foreign commitments.
"I have not played every game but I've played enough which is fine because it helps to keep the body fresh."
