Conor Coady felt the Blades deserved all three points at Oldham Athletic on Tuesday night.
Despite a lacklustre first-half, the Liverpool loanee was of the opinion that United should still have been in the ascendancy at the interval.
Looking back on the stalemate at Boundary Park, when the Blades stretched the unbeaten league run to seven games, Coady remarked: "We had chances in the first-half and we were disappointed to be behind at half-time.
"But we were improved after the break and it looked like there was only going to be one winner, it was just a shame we didn't get the equaliser a bit earlier."
The midfielder continued: "We are a team that play our best football when we play with a real tempo and energy. We felt we had a certain penalty denied and we had a goal disallowed, so on another night we could have won comfortably.
"What we have to do now is finish with a real strong performance against Coventry City."
Should he feature on Saturday, Coady will make his 50th appearance in a Blades shirt.