Nick Montgomery chalked up his 250th start for the Blades at Nottingham Forest on Tuesday and despite defeat he remained upbeat about United's play-off aspirations.
The stand-in skipper felt lady luck again failed to shine on Kevin Blackwell's troops at the City Ground.
United's second half showing, after being reduced to ten men, typified the team spirit and Montgomery says the players must remain confident and get on a winning run, starting at Peterborough on Saturday:
"We were disappointed to have conceded a sloppy goal so early, but it shouldn't have been a corner. Their players have all walked back to the halfway line and the referee has still given a corner.
"From there, though, we weren't switched on. The guy has had a free header and the ball has hit Earnshaw and gone in.
"We have had a bad run of late away from home, nothing seems to go our way. We felt we should have had a penalty in the first half for a foul on Yeatesy but it didn't get awarded.
"Forest are a good side and their league position reflects that but even at 1-0 down we felt we could get at them and cause problems, which we did even after the sending off. You can go two ways when you have a man sent-off. Either you throw in towel or you rally round and we showed that we never give in.
Montgomery added: "Personally I have had a fantastic time here, I've come up through the ranks and been through good and bad times. It has been difficult recently, after coming so close last season, we have had a massive turnover of players.
"We are still around the top six, though, the manager has worked hard and the lads that were here last season know what it takes to get into the play-offs - we must keep believing."