Lage believes his team are on the right track after suffering their third defeat in the opening three games of the Premier League season.
Wolves are yet to win in the in the league and have lost with similar score line so far in all their games.
The hosts were impressive against Manchester United at the Molinuex Stadium as they created the best chances in the game.
Manchester United broke the deadlock on the 80th minute mark kind courtesy of striker Mason Greenwood and that was enough to beat Lage’s men.
Speaking to the media after the game, the former Benfica boss urged his men to keep playing the same way despite admitting he is unhappy with the result against the Red Devils.
“One more time a lot of chances, I think we have the best ones and then we suffer one goal and we lose, so it’s very hard,” the Portuguese said.
“After these three games, the chances we created, we didn’t score one goal and we don’t have any points after these three good performances.
"I am disappointed with the result but confident in the way we are playing and for sure we will win.”
“Sometimes you create a lot of chances and don’t score, other days you create half a chance and score and win the game.
"But the main point is to continue to work the way we are working, to continue to play the way we are playing.
“The most important here is what we did one more time 90 minutes against a strong opponent."