Michael Doyle was blunt with his words following Tuesday night's exit from the Johnstone's Paint Trophy.
Speaking after James Poole's goal settled the tie in Hartlepool's favour at Bramall Lane, the skipper acknowledged United's performance left a lot to be desired.
He said: "To lose in the manner we did is particularly disappointing after the positive second-half performance last Friday.
"Our current predicament is gut wrenching for everyone connected to the club, it certainly hurts me everyday.
"We keep showing glimpses of what we are capable of, but we aren't getting the results and that is all that matters.
"We are all working tirelessly behind the scenes during the week and the lads are right behind the Gaffer and Lee (Carsley).
"There has been a lot of change since the summer but at a club like this there is an expectation and rightly so.
"This club should be performing well at the top League One and even in the Championship, so full responsibility rests with the players."
United's captain revealed strong words were spoken as the players remained locked away for over an hour post-match, but insist the fight must go on.
Doyle concluded: "A few home truths were told in the dressing room and that needed to happen, but those will remain private.
"There are winners in that dressing room, including the manager and the frustration is massive.
"Collectively we have to take responsibility and react positively to what is expected when playing for Sheffield United.
"We can't afford to feel sorry for ourselves; we have to pump our chests out and stand up and be counted."