George Baldock insists United will bounce back in a positive manner, following an opening day setback against Swansea City at Bramall Lane.
Baldock fired the Blades in front, only for the visitors to hit back twice to complete what seemed an unlikely turnaround.
And United's number two, says they only had themselves to blame, he remarked: "It was a really tight game, there wasn't much in it and like the Gaffer said afterwards, it was a kind of a safe game where both sides didn't want to lose.
"So to get ourselves in front and end up losing having conceding two goals like we did is bitterly disappointing and we'll have to work hard to put it right.
"We got the goal at a good time and we felt comfortable and they've not carved us open once really. We've given away two sloppy goals and it's proved decisive, but there are 45 games to go and there will be lots of ups and downs to come."
Baldock added: "We relish tests like Middlesbrough, an excellent team at a lovely stadium and we just can't wait to get back out there again on Tuesday and put it right.
"It's a team game, you can see that in the way we play, we leave it all out there and I'd trade any goal I score for three points.
"We're so close to being a very good team, it's small margins and nothing is won or lost after one game, so it's down to us to bounce back."