Christian Eriksen's brace condemned Wales and Ryan Giggs to defeat in their friendly against Denmark, however Chester remains hopeful.
Wales are targeting Euro 2020 qualification, and he believes that former Manchester United winger Ryan Giggs is having a positive impact on the national side.
"We've got a new manager trying to implement his ideas on a young squad and it's going to take a little time to get it spot on," Chester told the 'Daily Mail'.
"But you could see on Thursday (against the Republic) that we're heading in the right direction.
"It's slightly different to the way we played before under Chris Coleman.
"We're pressing when the opponents are in possession and when we do lose the ball we look to win it back as quickly as possible.
"It's really effective when we get it right and you saw that when Denmark had to put it out of play a couple of times.
"But get it wrong and it can be difficult for you as well."
Giggs has freshened up the Wales squad since being appointed in January.
Wales are currently ranked 19th in the world.
Chester also praised Chelsea teenager Ethan Ampadu, who was the Man of the Match against Denmark.
"When I was his age I was sat in digs," Chester said.
"To be playing central midfield at international level at his age is some feat, and if he carries on like he's going then he's going to have a top career.
"He's probably the best 17-year-old I've seen and, when you see some of the lads coming through, it's an exciting time for Welsh football.
"It's good for the older lads to have competition and the standard in training is high.
"The youngsters want to learn, and that's beneficial for everyone," he added.