Skipper Michael Doyle insists it is the responsibility of the players to end the Blades winless run in League One that stretches back to the beginning of August.
Speaking ahead of Saturday's game with Preston North End, Doyle said: "We had enjoyed such a positive pre-season that our start has been doubly disappointing for everyone connected to the club, but it certainly hasn't been for a lack of effort and endeavour.
"After comfortable beating Notts County on the opening night of the season we lost Kevin (McDonald) who was instrumental to what the Gaffer wanted to do and that took us a couple of weeks to get over his loss.
"It has been such a frustrating start but on different days, apart from the Brentford game, we could have easily been sitting here with five or six wins."
He added: "At Bradford, Rotherham and Carlisle, with all due respect, we should have killed the opposition off by half-time, but if you don't take your chances you usual get punished and unfortunately we have paid the price all season.
"We can't afford to feel sorry for ourselves though, we know it is still very early in the season and hopefully our next win can really kick-start our campaign.
"Nobody is more frustrated than the players, but we appreciate the fans are feeling it too at the moment because this is their club and we are representing our supporters when we pull the shirt on.
"We have had plenty of good news off the field lately, now it is down to us (the players) to put things right on a Saturday afternoon."