Nigel Adkins conceded he was very frustrated following Saturday's 1-0 loss to Millwall to The Den.
Chris Taylor, who only signed for the Lions on Thursday from Blackburn Rovers, scored the game's only goal in just the second minute to condemn the Blades to defeat in the capital.
Reflecting on the loss, the Gaffer remarked: "We feel very frustrated. Gregory and Morrison were a real handful, just as they were in the game at Bramall Lane, they were very good for Millwall.
"Our back three just couldn't get to grips with them and they set the tone for Millwall's performance, although the noise our supporters made throughout the game was top draw.
"Gradually we did get into the game, we huffed and puffed and their goalkeeper makes an excellent save from Billy Sharp.
"But despite plenty of possession and arguably dominating the second-half we didn't get on the end of numerous set-pieces and other balls into the box and that's disappointing.
Adkins added: "Millwall's game management was very good, whenever we got any momentum they managed to take the pace out of the game and delay things when they could.
"George (Long) made two or three crucial saves, but it wasn't anything to do with our formation, we simply didn't defend long balls over the top.
"It was a competitive game, we speak every week about winning our one-one-one duels and in my opinion their front two were the difference between the sides on the day."