The Blades outplayed The Owls in the first half and raced into a 2-goal lead - Wednesday only really turned on the gas with around 20 minutes to go but that was too little too late as Steve MacLean's penalty was scant consolation.
Tudgay told Footymad: "I think we were unlucky but we didn’t get going really and when we did get going it was too late because they had got their goals. You give United goals it is not easy to get back in but they boys grafted hard and we managed to get a goal back, it lifted us and from then on in we started playing football. But we didn’t start the way we would have liked and they took advantage of it.
"It’s not easy to come back when you are 2-0 down at half time but we have to take the good bits from this game and realise that going into Southampton next week and going there to get the points."
Skipper Bullen meanwhile knows that Wednesday could have got something out of the clash but bemoans the home team's lacklustre first-half display.
He added: "We could have got something out of that. We were disappointed with the first-half performance. We came in at half time and got a bit of a rollicking but it was a bit more even in the second half and we started to get our foot into it about 70 minutes in but by then it is too late. The killer blow was their second goal just before half time.
"It was a scrappy, scrappy first-half game and we always seemed to be picking up the second balls and that was the reason they shaded it the first half. For the first goal though it is a disappointing decision because it’s not a foul but it’s a heck of a free kick by Michael Tonge – a player who has that in his locker just like Chris Brunt has for us.
"The second goal was a catalogue of errors – there are two or three you can point at. We lost the ball too easily, we lost the ball down the line, I have misread the ball what I thought was going out and then when the cross came in it could have been cleared by the defenders who were in the area – but it’s another great finish.
"We thought at half time that if we could get an early goal that they would panic a wee bit and our fans would be up for it. Our goal came with only 10-15 minutes to go and it was a tad late but even after that we had a few shouts for penalties and if we perhaps had a braver referee then those decisions would have gone our way but having said that we could be clutching at straws because the first-half performance was disappointing."