Chris Wilder was disappointed that the big crowd inside Bramall Lane on Saturday was not rewarded with a victory.
An attendance figure of 30,030 saw United slip to a 3-2 defeat against Bristol City.
"It was one of the best atmospheres but we didn't reward them," said the United chief. "I asked for a big effort from the fans and we got 30,000 inside. The way the fans lifted the players and reacted to the disappointment was great and although we didn't get the result, we have to look at the bigger picture. We have 6,000 going to Preston, we need to turn it around pretty quickly and I'm sure we can.
"We've talked about there being twists and turns and there will be. On Saturday it turned the other way, but we need to make sure we dust ourselves down and go again.
"We've showed a lot of consistency since the turn of the year, we now need to stay nice and calm."
The Blades have consecutive away games now, at Preston North End and Birmingham City, before returning to Bramall Lane to face Millwall on Saturday 13th April.