John Fleck admitted the Blades only had themselves to blame, following Saturday's loss at Barnsley.
Goals from Fleck and Leon Clarke looked to have put the United on course for victory after Gary Gardner's opener, but two late strikes from Oliver McBurnie and Tom Bradshaw saw the Tykes claim an unlikely three points.
And the Scottish midfielder conceded it was a game that the Blades should have won, despite a lacklustre opening 45 minutes.
Fleck remarked: "Saturday was a very frustrating performance and result. In the first-half nobody was up to our usual high standards.
"We just didn't pass the ball with any fluency, we didn't win enough tackles and we didn't win our individual battles.
"We came up the road with fantastic support as always, but the start of the game killed us really.
"But what is the most annoying thing is that we got our noses in front in the second-half and we should have kicked on and won the game comfortably, we certainly had enough chances."
He added: "We didn't take them and we conceded two late goals and ended up losing the game, these late goals are killing us at the moment."