The 46-year-old, who has been in charge for five years, is expected to take over as Northampton Town manager.
Lenagan said today that he had rejected an approach from the Cobblers to speak to Wilder and added: "My understanding is Chris Wilder has in the last half an hour told the players that he is going and will not be back at Oxford after today.
"That is all I've heard. I'm not sure, I've just looked in his office and he's not there, but it would appear that he has resigned.
"It seems a very peculiar way to do it, but he has told the players.
"He told me yesterday and the day before that he would resign at the end of the match."
However, a statement released by Wilder's agent on his behalf read: "Following on from various comments in the media we can confirm that Chris Wilder has not resigned as manager of Oxford United Football Club either verbally or in writing and therefore continues in his role.
"There have been numerous discussions over the past few days in regards to Chris’s position and a link to Northampton Town Football Club.
"However as confirmed by the Oxford United Chairman in the local media following the game on Saturday, Oxford United have been fully part of these discussions.
"Chris feels strongly he has acted with integrity in this situation, as he has throughout his five years at Oxford United.
"Further comment will only be made as and when appropriate."