David Weir admitted United were left to rue missed opportunities, following Saturday's 1-0 home reversal at the hands of the MK Dons.
Speaking after Antony Kay's 87th minute goal consigned the Blades to a first home league loss of the new season, Weir was under no illusions to where the game slipped away from his players.
He said: "It is a really harsh defeat to take, as I think we did enough to win the game.
"We have had three really good chances to take all three points, but if you don't score when you are on top you are always likely to get that kick in the teeth and it is a sore one to accept.
"It is very disappointing because although there were many positive to take from the performance, we are ultimately judged on results on that is a third league defeat in five matches."
When asked about the fans reaction at the end of the game, Weir remarked: "Both teams cancelled each other out I suppose and the way we played mirrored each other, but we did create enough chances.
"I thought we did a lot of good things but when you lose game everyone is going to be upset and frustrated and that showed at the end."
The Gaffer concluded by saying he had no complaints about the late red card shown to Febian Brandy, adding:
"Febian reacted in the wrong way to missing his chance to win the game, but we have told him you can't make tackles like that.
"It is a bad day for Febian and this must act as a learning experience for him and also as a team we have to come back stronger from this defeat.