Chris Wilder acknowledged the Blades had missed a big opportunity, having drawn with Millwall at Bramall Lane.
Jake Cooper scored with a last-gasp header for the Lions, after Ben Marshall had missed a penalty following John Egan's red card, but Wilder was annoyed his side failed to build on Gary Madine's opener.
The boss remarked: "It was a difficult game for us and the attitude of the opposition made it tough from the off, in terms of how they approached the game.
"We made a positive substitution when Bash went off and we felt that was the best way to get the first goal.
"We created a few bits before half-time and my message to the players was to play forward quicker, play up to Gaz and down the sides to Billy and trust that our shape would work and it did.
"But as soon as we scored the goal we went backwards, we can't get away from it. I'm not chucking the players under the bus, but we needed that second, not to start playing safe."
Wilder added: "I wanted us to play forward, we had to go and get the second goal. When you play backwards and drop off you invite the opposition on and things like what we've seen can happen.
"We should have kept on the front foot, play forward, play in their half an ask them questions of them. They showed more ambition but that should have helped us exploit the gaps that developed.
"Millwall were there for the taking, I've told the players we've got to go and win games and to win games you need to score goals. We should have gone on and scored a second and a third."