Chris Wilder offered no excuses following Tuesday's Carabao Cup exit at the hands of Leicester City.
Four second-half goals for the Foxes put the tie beyond the Blades, despite Caolan Lavery's consolation and the Blades boss admitted the visitors deserved to progress.
He remarked: "It was a deserved result and we paid the price for a mad 15 minutes early in the second-half. "We're disappointed because for long periods I thought we were in the game.
"For the first goal, we're attacking in front of the Kop and should be scoring ourselves, then before we know it Gray has scored.
"After then the game opened up and we were always going to be liable to the counter attack and we're a bit naïve in our defending and not securing the middle of the park.
"We keep talking to the players that the opposition are going to be a threat when we're in possession and we have to learn and combat playing against pace."
Wilder added: "We should go in front, but then we find ourselves 3-0 down within 15 minutes. They are an established Premiership side who have a squad full of excellent players, but we should be doing slightly better.
"I have no complaints whatsoever about the result. We made changes, we've got one or two injuries and picked up a couple knocks so we'll have to assess things.
"It is what it is though, we move on and focus on Derby County on Saturday.