Speaking after the Blades 1-1 draw with Notts County at Bramall Lane, Chris Morgan admitted United should have taken all three points.
Missed chances haunted the home side as Lee Hughes poked home a late equaliser after Dave Kitson's first goal in United colours gave the hosts a deserved lead early in the second-half.
On the Blades sixth draw of the season, which saw United's unbeaten run extended to nine matches in League One, Morgan said: "We are frustrated not to have won the game because we started better than Notts County and from the first minute we were driving forward for all three points.
"It was always going to be a tough game against a team that have started the season so well, but although we are dissapointed only to have got a point we are happy with the performance.
"We haven't taken our chances to kill the game off and ultimately it has cost us. If it had been a boxing match the referee would have stopped it.
"At one end we have had chance after chance to put the game to bed, then at the other end we haven't cleared the ball, it ends up bouncing off the crossbar and when it drops to Lee Hughes it nornally ends up in the back of the net.
"We are happy with the way we approached the game and executed our plans, but as everybody will have seen we had more than enough chances to win comfortbale and unfortunately it has happened too much this season.
"We are still unbeaten though, Notts County are up there for a reason and with the players they have you know they will get a chance and luckily for them they have taken advantage of a couple of slips from us in key defensive areas."