The 48-year-old, who led the Cobblers to the League Two title last season despite well-documented financial difficulties, made the admission after taking the helm at his boyhood club.
Wilder, a Blades fan and former player, became United’s ninth manager in as many years when he succeeded Nigel Adkins late last week.
And he admitted: “I’ve not thought about it yet, but there are a lot of good players at Northampton.
“It’s not a situation where I’ll come and raid, but business is business and we all understand that.
“Northampton are well protected, all the players are well protected and the manager going in will have to up the squad in line with the budget.
“But there are a lot of outstanding players at the club, and I should imagine they are coveted not just by the club that I am at now, but other clubs too.
“I think that is just a fact of life really.”
Three of Town’s players - goalkeeper Adam Smith, forward Ricky Holmes and former Blades loanee John-Joe O’Toole - were named in the PFA’s League Two Team of the Year last term, and former Barnsley striker Marc Richards netted 18 goals.
Every member of the Sixfields’ playing staff was signed by Wilder but only three players - Danny Rose, Josh Lelan and ex-Sheffield Wednesday midfielder Paul Corry - are out of contract this summer.
Town chairman Kelvin Thomas - speaking after Charlton Athletic’s approach for Wilder, which the manager subsequently turned down - said: “I know Chris well enough, and I know Chris is not going to come in and try and take half a team, but would he be doing his job if he didn’t look at one or two players? I don’t know.
“But the overriding fact is that nobody will leave this football club without significant compensation.
“We don’t want to lose any players, nobody is for sale, but we also live in the real world.”