The German went on a three minute rant after becoming irritated by a journalist's question.
Wagner's team are one of seven top-flight clubs still seeking their first win of the season and one reporter at a press conference pointed out the 'Terriers' have only kept four clean sheets in their last 17 league matches.
"With stats, you can look on them how you like," Wagner explained to a 'Sky Sports' journalist.
"If we speak about one clean sheet in three [this season] that's a stat as well that is true. That is better.
"If you ask me if I am happy with this [clean sheet record], no, I am not, but does it mean we have to change anything? Do we have to overthink? Panic? No, absolutely not."
Wagner did, however, concede that his side must improve ahead of Saturday's trip to Everton.
August 31, 2018
"We know what we have to improve," Wagner said. "There is no doubt. This is what we will do and work on."
"We will see how we feel after Saturday's game. We will work for it. We will fight for it.
"In the Premier League for us it is always the case that we like to go forward and score goals and create opportunities," he added.