The Saints back landed a stoppage-time drop goal at the Totally Wicked Stadium as the Merseysiders edged out the Red Devils 17-16 on Thursday to move back above them to fourth in the Super League.
It was former NRL player Mbye's second decisive intervention after a superb try-saving tackle on Deon Cross in the closing minutes of normal time.
Wellens said: "That was a huge play. Believe it or not, we train for those moments. We train for chaos because big games can get chaotic at times.
"There's nothing you can do about that but what you do is have to handle chaos, and I thought we did that really well.
"Moses's tackle on Deon Cross when he looked, for all money, he was going to score a try was outstanding. Without it we probably don't win the game.
"I can't speak highly enough of Moses. He had a big hand in a lot of the big moments."
Salford had their opportunities in a full-blooded encounter in which both sides had two players sin-binned.
Saints edged the try-scoring 3-2 but with an on-form Marc Sneyd, who landed four goals, Salford were always in striking distance.
Coach Paul Rowley said: "It's a tough way to lose, obviously, golden point, but that's the way it is.
"It's about moments isn't it? The tackle on Deon in the corner was a big moment for Saints. That gave them momentum.
"A couple of moments decided the game. Other than that, I think it was hard to call between the two sides.
"Losing is tough whichever way you look at it, but I guess going down in such close fashion keeps you excited for the next time you play because you can learn lessons.
"We've got more in the tank, we've got a lot more to give than we showed today."
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