Chris Wilder refused to criticise his players following Tuesday's 1-0 defeat against Walsall at Bramall Lane.
Amadou Bakayoko scored the only goal of the game on the stroke of half-time to give the Saddlers the spoils and end the Blades 15-match unbeaten run in Sky Bet League.
Billy Sharp saw a second-half penalty saved, before having a goal disallowed deep into stoppage time for an apparent handball and Wilder was bitterly disappointed that several other key decisions went against the Blades.
He remarked: "It was one of those nights and we're going through a spell where despite total domination we're not getting our rewards.
"We were on top in the first-half, but Walsall's one bit of magic produces a goal and we're disappointed because we've switched off.
"Then the second-half is one-way traffic and how we've not scored through our excellent play is quite amazing and the decisions that went against us are hard to take.
"We've had two disallowed goals and Billy's in particular is fine, I've seen it back, referees can't at the time and I totally understand that.
"But he is behind Billy and therefore can't see clearly that it is handball and it isn't, he has chested it into the net.
"We've had one penalty which Billy doesn't convert but seriously we could have had another three or four. Walsall's defenders were making genuine saves in the box."
Wilder added: "We should have done better in wide areas in the final third, but I will argue with anyone who doesn't think these lads are giving everything they have.
"We are leaving everything out there and that's what we demand, the desire and commitment is there to win matches and be successful and after 20 games the table is a fair reflection of our progress."