George Baldock echoed the sentiments of boss Chris Wilder following Saturday's loss at Wolves.
The wing-back admitted the Blades were second-best at Molineux, against a side Baldock believes will win the Championship by a large margin.
The 24-year-old remarked: "We came up against a very good side and unfortunately we were well beaten.
"We were beaten by the better side, they were far better than us unfortunately and all we can do is apologise to the fans.
"It doesn't help when they've got players like Neves who can do that with his first touch of the game, the quality of the second goal was excellent too and although we're unfortunate with the third the game had gone by then.
"It's a tough one, but the manager has told us to hold our heads high. It's February and it's the first time we've been battered."
Baldock added: "We've got to bounce back really quick against Leeds in what is a massive game for the fans.
"We remain in a very good position with 16 games to go and there is still everything to play for."