The Whites suffered a 1-0 defeat against the Yorkshire club, with Luke Varney’s header in the opening ten minutes the difference between the two sides.
It will be a quick turnaround for Wanderers, with Derby County visiting the Reebok Stadium on Tuesday evening, kick-off 8pm.
Speaking after the game, the manager explained he was frustrated with the way his side conceded early on against United and how his team didn’t make the right decisions in the final third.
“We are disappointed with the result,” admitted the Scot. “To concede a goal after seven minutes, especially from a corner, was very disappointing and from that we were put on the back foot.
“We were tense when we were attacking and we didn’t have too many clear opportunities, we were either hitting the ball wide or choosing the wrong option. For me, that is the bigger disappointment because if we had won today we could have built on from that but now we have to make sure we don’t concede early and from set pieces.
“It was difficult because we gave Leeds something to hold on to after only seven minutes. They are a very experienced side and they held onto their lead and looked to hit us on the counter attack.
“We bounced back well, our approach play was good and we got into the final third quite often but we didn’t create any goal scoring opportunities.
“We had four or five good performances but yet we come away with nothing which is frustrating.
“We have to stop conceding from set pieces and we have to give the strikers the confidence to score when it is 0-0. If we can do that then we are capable of bouncing back.
“We worked very hard over the last ten days and we didn’t get our rewards this afternoon and sometimes that happens.
“I strongly believe we have got the characters in the dressing room to pick ourselves up and when we do get the right result we will build on from that.”