In 2016, Wilson lost to Kyle Anderson in the fourth round of the UK Open for the second year in a row, this time 9–2. Later in the year he reached the semi-finals of three successive Pro Tour events, before his first PDC final arrived at the 15th Players Championship event with wins over Steve Hine, James Richardson, Steve West, Vincent van der Voort, Raymond van Barneveld and Jermaine Wattimena. From 3–3, world number one Michael van Gerwen moved away to defeat Wilson 6–3. The pair met in the second round of the World Grand Prix with Van Gerwen winning 3–0 in sets. At the European Championship, Wilson beat Kim Huybrechts 6–3 and Mervyn King 10–9 to play in his first major PDC quarter-final, which he lost 10–7 to James Wade. He won a place at the Grand Slam of Darts through the qualifier and saw off Dave Chisnall 5–2 in his opening game, before losing 5–3 to Wade. He needed a win over Jamie Hughes to progress to the knockout stage and led 4–2, but went on to lose 5–4. Wilson also played in the Players Championship Finals for the first time after finishing 11th on the Order of Merit, but was knocked out 6–2 by Vincent Kamphuis in the first round.