The South Americans, playing in their third World Cup, took advantage of a sloppy Welsh start to lead 6-0 but despite a brave defensive effort they conceded eight tries.
"The first 20 minutes we felt comfortable but we expected something like that," Uruguay coach Pablo Lemoine said.
"But we know Wales have too many options and too many ways to play the game. The main thing for us is to try and improve. The feeling is positive."
Some Uruguay players looked close to tears as they sung the national anthem before the match with evident pride and emotion.
"I think for us it's a positive thing," Lemoine said.
"No negative pressure. It is the first time the players have been in front of 70,000 people and in such a big stadium. The anthem for us is something really personal."
Lemoine said his team had been inspired by Japan's stunning upset win over South Africa.
"In the last 20 days, we have been in Japan playing two tests," he said.
"Of course Japan have much better players and a big structure and played to a good level in last five or six years, but that result inspired all tier two countries."
Uruguay play Australia next Monday morning (NZT) before meeting Fiji, their best chance of achieving a third World Cup victory, and hosts England, who beat them 111-13 at the 2003 tournament.