Both sides struggled to create goalscoring opportunities throughout the 120 minutes of a drab semi-final contest in Sao Paulo last night.
However, the South Americans ultimately emerged victorious following a penalty shootout, and Wijnaldum claims that the Oranje paid the price for failing to forge clear-cut openings.
"We didn't create many chances, but if you look at the game, we deserved to go through to the final," he told NOS.
"We had lots of possession, but we didn't manage to get in front of goal. Nonetheless we stayed confident because we played a very steady tournament, but the goal just didn't come."
Louis van Gaal's side will face Brazil in a third-place playoff in Brazil on Saturday night.