Neill Collins says the Blades were 'disappointed' following Tuesday's thrilling 2-2 draw with Brentford, which has left the aim of automatic promotion out of the Blades hands.
An action packed clash at the Lane saw four penalties awarded, three red cards handed out and several other major talking points, but Collins insists United should have won the game.
Looking back, the influential defender commented: "There was so much action in the 90 minutes that everything was a bit of a blur at full-time, ultimately though we were disappointed not to win the game.
"From the position we were in we should have seen the game out and the three points would have kept our destiny in our own hands.
"We won't give up hope, though; we must remain professional and make sure we finish the season strongly.
"We wouldn't be able to forgive ourselves if we took our foot of the gas and missed an opportunity to capitalise on a slip from either Bournemouth or Brentford.
"This season we are the ones chasing and I am sure there will be a few surprise results in the next week or so.
"Last season we were the ones in front and obviously it was bitterly disappointing to be pipped at the post, but we know the pressure our rivals will be under to get enough points to get over the line this time around."