Nigel Adkins admitted United's performance in Tuesday's 3-2 loss to Colchester United at Bramall Lane was below par.
Speaking in the aftermath of seeing Marvin Sordell's deflected strike settling the game in the U's favour, after a Billy Sharp penalty and a first Blades goal for Martyn Woolford had cancelled out George Moncur's first-half brace, Adkins acknowledged his side had paid the price for a slow start and missed opportunities.
He remarked: "We have lost another game of football and conceded three goals at home again, but credit to Colchester they were the better side in the first-half.
"We have gifted them two goals though; you can't just stand and allow midfield runners to walk past you.
"But we still had enough chances towards the end of the first-half to get back on level terms. At half-time I told the players the next goal was an important one and we got it and went on to equalise.
"We then had the momentum, the crowd were with us and we were the ones having the chances and pressing for the winner.
"So it was unfortunate that they win the game with a deflected goal having had a couple of lucky ricochets in the build-up too, but we still had another chance to get something from the game from the penalty spot.
"Our start is a difficult one to work out, because we looked sharp and on it in the warm-up, but that counts for nothing once that first whistle is blown."
The Gaffer added: "We can't afford to concede six goals in two games, especially at home and that leaves us with plenty of work to do behind the scenes.
"We haven't taken our chances and ultimately that has proved costly, but we need to stop them going in at the other end too, that's equally as important if we are going to be successful.
"We have got to reflect and digest things, but the facts are we have lost consecutive home games and that isn't good enough."