The 1-0 loss came from James McAtee's winner.
“It was a difficult game, a tight game - it's exactly what we expected and exactly what we tried to prepare the players for," Frank explained.
“I've got no complaints about the effort from the players; they gave everything out there on the day.
“It was a very even game. Fair play to Sheffield United, they made it very difficult for us, it was one of those games where you realise that one moment of brilliance will decide the game. Unfortunately for us, it was James McAtee with a fantastic finish and they win 1-0."
Frank added: “The final, quality actions weren't there on the day. We have a lot of injuries, but it's up to me to find solutions and, of course, it's up to the players, now they get their opportunities, to grab it.
“It's all about sticking together, learning from this game and moving on."