John Egan felt Friday's loss at home to West Brom represented a missed opportunity for the Blades.
Speaking after the Baggies came from behind to win at Bramall Lane, despite David McGoldrick early opener, the Republic of Ireland international admitted the Blades were punished for not capitalising on a positive start to the contest.
He commented: "It's a very disappointing result, we were on top first-half, the better side and deservedly took the lead.
"We could and probably should have been further in front, then on half-time we concede a goal, their only chance of the half.
"That gave them a lift and second-half we seemed a yard off the pace across the pitch and they took control. It's very disappointing having started well, we should have built on our dominance.
"We should have come in at half-time with the advantage and really kicking on, the second-half just wasn't us and we handed it to them really."
Egan added: "They've got quality, but we showed them we have too, we needed to extend the lead when on top.
"What you can't do at this level is concede goals at poor times and give quality opposition the leg up. We wanted to win the game, but we became sloppy and second best, they improved, and we dropped off."