Chris Morgan says the players are looking forward to a new era under Gary Speed and is sure the popular Welshman can build on the good work Kevin Blackwell did during his tenure at Bramall Lane.
The skipper admits it was a tough few days following Blackwell's departure, but now insists attentions must turn towards the future.
Morgan said: "It was strange weekend, especially because everything seemed to happen so quickly. We were bitterly disappointed with the manner of the defeat against QPR and it obviously wasn't nice when we were told the manager had been sacked.
"We had worked with Kevin for over two years and there have been ups and downs, but when you think about it there were more ups and he took some unfair criticism at times, but he always backed his players and made sure we were well organised.
"The Chairman (Kevin McCabe) and Trevor (Birch) acted quickly in appointing Gary and we know it is a good choice. He knows the lads, how we work and the ambitions at the club. We are all contracted professionals and we will be giving our all for the new Gaffer, like we always do.
"We have the utmost respect for Gary and he has made a great transition from being a player to a coach and I am sure he will do the same in becoming a manager, everyone is excited and relishing the challenge."
He added: "Gary has played under some fantastic managers and I am sure he will have learned something different with each one, but at the same time he will want to implement his own ideas too.
"People respect him and look up to him because of what he has achieved in the game, but he is also a character who likes a laugh and a joke when the time is right."
Looking ahead to Sunday's game at the Riverside, Morgan feels the Blades could be in a position to take advantage of the pressure building on Middlesbrough boss Gordon Strachan, but concedes there will be no gung-ho approach:
"There will be a reaction at the weekend, because it is a clean slate for everyone and a fresh start. The Gaffer wants us to be more comfortable on the ball, but not at the expense of playing in the wrong areas and conceding daft goals. He has got knowledge of this division and knows what is required to succeed.
"Middlesbrough haven't started too well, they lost their first home game and it is perhaps a transitional period for the lads from Scotland to settle in."