David Weir felt key decisions went against the Blades in Saturday's defeat to Preston North End at Bramall Lane.
Stuart Beavon's second-half strike consigned United to a fifth consecutive loss in League One, but Weir felt the result was harsh on his side.
Speaking afterwards, the Gaffer conceded that moral and confidence within the team remains low, but he is demanding a positive response.
Weir said: "We can't hide our disappointment at another defeat because there were so many positives in the performance, we certainly had a lot of shots on goal but again we end up losing 1-0.
"I thought we would break Preston down because we created chances and played in good areas, but at the moment all the breaks are going against us.
"This is a big challenge because I don't like losing and we can't keep coming out and saying the same things.
"But I can see the players are giving me everything they have, their effort and commitment cannot be questioned.
He continued: "We have changed a lot at the club since the summer, but we need results as things settle down so to lose five games on the bounce is massively disappointing.
"We thought it was a foul on Matt (Hill) for the goal and we thought we should have had a penalty at the other end, but the referee makes the decision as he sees it and at the moment it sums up our luck that they both went against us.
"The dressing room is low following another defeat and we again are left bitterly disappointed and frustrated but we can't afford to feel sorry for ourselves. We must react in the right manner."