Marti Cifuentes conceded that Leicester fans' displeasure at Bramall Lane was 'completely fair' after they saw his team slump to a third defeat in four games.
The Foxes were outclassed in their 3-1 defeat to Sheffield United, with Jordan James' injury-time goal nothing more than a consolation.
Leicester manager Cifuentes told BBC Radio Leicester: "There are certain things I can share with the fans and some things I cannot. What I can say to the fans is I'm sorry that we're in this difficult moment.
"We need to stick together. After the game, I understand that they want to show their frustration – it's completely fair.