Danny Wilson felt his team deserved at least a point from Friday's League One clash with Coventry City.
Leon Clarke's brace helped the Sky Blues to a 2-1 win at Bramall Lane to consign the Blades to a third consecutive home defeat, despite Dave Kitson's second-half strike.
Speaking afterwards, Wilson was adamant his team shouldn't have lost the game, although he was critical of their first half showing.
The Blades boss commented: "I can't believe we lost the game in the end and the fans will probably be thinking the same because we were excellent in the second half.
"We were massively off the pace in the first half and Coventry took advantage.
"But we got our teeth into the game after the break and played some good football without the ball bouncing our way.
"We felt we had a stonewall penalty turned down for a foul on Kevin (McDonald) and that could have changed the complexion of the game completely.
"Decisions aren't going our and it is doubly frustrating that a misplaced pass has cost us at the other end."
Wilson continued: "It was certainly a game of two halves. We didn't have any fluency in our play in the first half and Coventry deserved their lead.
"The second half was a total contrast, we were positive from the off, created chances and got the equaliser.
"There only looked like being one winner, but one slip has cost us the game and that sums up our luck at the moment.
"Some weeks you get punished for your mistakes and the luck was with Coventry which is unfortunate.
"The fans will be disgruntled, but no more so then myself and the players and it is down to us to turn things around, starting on Tuesday against Crawley Town."