Burnley manager Sean Dyche praised McNeil and was also upbeat about his team's chances of staying in the top flight.
"Dwight has got real quality and he has shown that again with a goal and an assist," Dyche told the BBC.
"He is 19 and delivering in the Premier League. He's certainly laid down a marker. He will be aware of some of the basics he still has to learn but I'm enjoying what he is doing.
"We have got 21 points since Christmas - that's a healthy return. That should leave us in good confidence."
Asked if Wolves had next week's FA Cup semi-final with Watford was on their minds, Coady said: "No, not at all. It's a good game coming up but we're not thinking about it.
"We have it all to play for in the Premier League. We want to finish as high as we can."
Wolves stayed seventh on 44 points from 31 games. They are ahead of Leicester City, who have played a game more, on goal difference.
Coady netted his third own-goal of the season in the second minute when he slid goalwards in an attempt to block Chris Wood's shot which struck the post and rebounded into the back of the net off the Wolves captain.
The visitors had a penalty appeal waved away by referee Christopher Kavanagh midway through the first half after Jonny Castro's shot struck Burnley striker Ashley Barnes in the arm.
Ivan Cavaleiro squandered a gilt-edged chance to equalise shortly after the break, blazing his shot over the bar after good work by Leander Dendoncker on the right flank.
That miss was punished in the 77th minute, when livewire McNeil picked his spot inside the penalty area and drove a fine shot into the bottom right corner of the net to seal Burnley's victory.
(Writing by Zoran Milosavljevic; Editing by Pritha Sarkar)
