Davies: Forest paid penalty for missed chances
But the Welsh winger insists they cannot afford to mope about and must pick themselves up ready for another crucial home game against Blackpool on Saturday.
The former Yeovil man has been in the wilderness of late, sometimes not even making the bench.
But he came on in the second half as they lost 1-0 at the City Ground.
The best chances fell to Robert Earnshaw and Nathan Tyson in the first half but Davies said at least they are getting in the right positions.
"We are disappointed and we need to win our home games," he said. "We just feel we missed two good chances and if we had taken one of them it would have been a different game.
"They scored a goal and we thought there was a bit of a push on Brendan (Moloney) at the back stick so it is disappointing. We have to bounce back on Saturday because we have a game that is massively important.
"You have to be in the right places to get the chances and we know as a team, it is about taking chances at this level. If you don't take them you can be punished.
"We knew they were a tough, organised, physical team and once they got their goal it suited them down to the ground to sit back a bit and hit us on the break. We kept plugging away but the goal would not come."
Davies travelled to Coventry on Saturday but did not make the bench in the 2-2 draw where the Reds gave a dominant attacking display.
He added: "The lads were superb on Saturday and we tried to do the same in this match but in football, sometimes it does not happen.
"You face different teams in different games and we knew they would be tough. Sheffield United will be up there at the end of the season.
"We had a game plan but unfortunately it did not come off."
KEVIN Blackwell was delighted to see his Sheffield United side get back to winning ways and admitted: "Sometimes you have to win ugly."
The Blades triumphed in an unspectacular match in which they allowed Forest little room to hurt them, after Brian Howard had put them into a 31st minute lead.
Blackwell said: "You have to win ugly sometimes. It is just what you have to do. I said to the lads at half-time that we were up against a wounded animal.
"We knew Forest would come at us and we would have to be switched on. But we did a good job in the end.
"Over the course of the season we have defended exceptionally. We had let in a few goals in our last three matches, but other than that we have one of the best records in the division.
"The goal gave us the room not to have to gamble. In recent games we have often conceded early on and had to open up a little bit.
"But we caught Forest on some good counter-attacks here, because we had that cushion.
"Once we went 1-0 up we did not have to panic. We just kept our shape and made them do things that they did not want to do."
The win lifted United back into the play-off places – but Blackwell still has loftier ambitions.
"It is important for us to get back into the play-off places, because we had been there for more than three months. We don't want to let that slip before Christmas," he said.
"But I still think we can catch the top two. It can be done. It is just not us either, as well as ourselves there is Reading, Cardiff, Burnley and others."
Arron Davies

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