Southampton slumped to their 12th loss of the season at Villa Park on Saturday as Jhon Duran's first-half goal made the difference for Unai Emery's side.
Villa, who climbed to fifth with the win, could have scored more had it not been for last-ditch defending from Wood.
The summer signing from Swansea thrice blocked in the box during his second Premier League appearance to keep the score down.
Speaking to BBC Radio Solent, Wood said: “We have come here against Aston Villa, who are playing in the Champions League. They’ve beaten Bayern Munich here. We are so close.
“The problem isn’t the philosophy or style. It’s the last bit that we need. We need to score more goals and win games.
“It feels like we are so close but we are eight points off, it’s a long way. We will keep believing, always. The lads are great, we are going to stick at it.”
Nathan Wood failed to hold of Jhon Duran for his winning goal. _(Image: PA)_ He added: “We are never going to give up as a team. That is one thing about the lads. We are really together. We will keep battling, no matter what.
“I don’t think you can ever question commitment from the boys because everyone is committed to being as good as we can be."
Southampton failed to register a shot on target at Villa Park. This is the second away game of the season they have achieved that unwanted stat.
Duran's winner came after the Columbian stole from Taylor Harwood-Bellis before firing past Joe Lumley, in the side again with Alex McCarthy still struggling with injury.
“Those things happen," Wood said, reflecting on his defensive partner's error. "Me and Taylor have tried to clean things up and maintain pressure.
"We could have just kicked the ball out of play, but that’s not the players we are or the style we have.
“Sometimes, you have to go the other way and not be so precise. I think we deal with that moment a lot of the time."
> Wood AGAIN. Slides across to stop Watkins. He's been brilliant. That's the fourth chance he's stopped.[#SaintsFC](https://twitter.com/hashtag/SaintsFC?src=hash&ref_src=twsrc%5Etfw)
>
> — George Rees-Julian (@rees\_julian) [December 7, 2024](https://twitter.com/rees_julian/status/1865438672578925022?ref_src=twsrc%5Etfw)
Although Southampton have failed to register a point and have conceded six goals, Wood has enjoyed a personally successful week.
Having watched on for the majority of the season so far, the Boro academy graduate has now started back-to-back games.
Despite receiving increased minutes, Wood admitted he has not been able to enjoy his improved fortunes due to the defeats Saints have suffered.
“(Starting Premier League games), it’s why I came here," he explained. "I’ve not been involved for this first 13 games, I was on the bench a few times.
“I was hoping to come into the team and make an impact. I was hoping we would get a few points on the board.
“That hasn’t happened and at the end of the day, that’s all that matters. I know I’m coming away having played two Premier League games, not winning is frustrating. It does hurt.”