Wilson, a former Augusta State star, lost in a three-way playoff to South Africa's Haig in the final round of the Johnnie Walker Classic on Sunday.
Richard Sterne finished tied with Haig and Wilson at 13-under-par 275 at the Blue Canyon Country Club. Haig began the day two shots back of Sterne and finished with a final round 70. Wilson was a shot back of the leader and ended with 71, while Sterne shot 72.
Haig, a 20-year-old from Johannesburg, knocked in a 3-foot putt for a birdie on the first hole of the playoff. He had to sink a birdie on No. 18 just to make the playoff.
"It feels absolutely amazing" Haig said. "I didn't think this would be possible, but after shooting 64 in the second round I knew I was hitting the ball well enough to win. The driver went straight for me today and the putts dropped. What a feeling it was on the 18th in the playoff. I am struggling to hit it into words."
This is Wilson's third year on the European Tour and his second runner-up finish. He finished second 15 months ago to Paul Casey in the Volvo China Open, also in a playoff.
"I had my chances but didn't take them. I hit great tee shots at the 18th in regulation play and in the playoff but was disappointed not to be putting from less than 20 feet either time."
Wilson is confident his game is heading in the right direction.
"The last time I was in this position, against Paul Casey, I made mistakes and didn't do myself justice. I didn't feel the same way this time," he said. "I was comfortable out there and knew what I was trying to do. I hope it won't be long before I am back in this position. We'll get there."
The $2.44 million tournament is co-sanctioned by the European, Asian and Australian Tours. The winner gets prize money of $405,000 and an exemption qualification for the European Tour.
Retief Goosen was fourth with 10-under 278. Mike Weir, the 2003 Masters Tournament champion, was fifth and Ernie Els was tied for sixth on 8-under 280 with Scotland's Colin Montgomerie.