Nigel Clough was pleased with the 'hard-earned' point on Tuesday night, but felt crucial decisions went against his side at Bramall Lane.
Speaking after Craig Westcarr's header cancelled out Chris Porter's first-half penalty, Clough felt on another night United could have been awarded two more spot-kicks.
The Gaffer said: "It was a hard-earned point against a very good Walsall side, but again we are disappointed with the goal we conceded.
"We got in some good positions offensively, but our final ball wasn't quite up to scratch, but one penalty was the least we should have had.
"It is a long time since a challenge like the one on Aidy (White) hasn't been given, we thought it was a stonewall penalty. To compound our anger, the referee indicates Lalkovic got the ball then awards a goalkick.
"That was quite puzzling to be honest; the handball is probably the least convincing shout of the three.
"The final appeal was in the second-half, when Chris (Porter) got caught in the box. Andy Butler got the ball in the end, but made contact with Chris first."
Clough has also revealed his superstition is to not watch penalties, having opted to turn away when Porter scored in the FA Cup at Colchester.
He added: "I didn't watch his penalty at Colchester, so I don't want to break his luck. It was the last kick of the first-half, so I just got down the tunnel and into the dressing room."