Danny Wilson felt his side had enough chances to leave Griffin Park with at least a point at the weekend.
United slipped to a disappointing 2-0 reverse in London, with both of Brentford's goals coming inside the opening half hour, but the Blades boss says with better finishing the final outcome could have been very different.
The Gaffer commented: "We were frustrated to fall behind so early because from the kick off we looked good on the ball.
"The first goal is extremely disappointing, we haven't tracked the runner and the bounce of the ball has gone against us, but the second one is a fantastic strike.
"In between the two goals we have had chances and after the second goal we had numerous opportunities."
Wilson praised the Bees, who he is tipping to be in the final reckoning come the end of the season, although the Gaffer was frustrated his team were denied a goal when Harry Maguire's effort was cleared off the line with many United players convinced a goal should have been awarded.
"Brentford deserve credit, Uwe (Rosler) is becoming a very good manager and he has got some excellent players at his disposal.
"As I have said before, I think they will be there or thereabouts when it matters.
"The linesman was bang in line with it and didn't give it, but the way our lads reacted told you a different story."