Before the international break, Huddersfield impressed on their return to the top flight, with seven points and three clean sheets being registered from their opening fixtures.
However, Wagner is seemingly aware that the Terriers are currently riding the crest of a wave, while acknowledging that even a few disappointing results would not be as bad as the club's streak without a win in the Championship last season.
The 45-year-old is quoted by The Sun as saying: "I think criticism, in a positive or a negative way, shouldn't affect you as a professional but it can go into your brain, and you get it in your ears even if you don't like it because your friend texted it to you or you read it on social media.
"We've had periods where we lost five in a row and went seven games without a win. We were in more difficult situations, rather than being in the Premier League and maybe losing a few games in a row.
"Then, it will be exactly the same as what I say now in the maybe more successful period. It means nothing. If you have a defeat, leave it behind you and focus on the next game."
Huddersfield are next in action when they face West Ham United at the London Stadium on Monday night.