Boss Paul Peschisolido says Burton Albion must develop a ruthless streak after their 2-1 Johnstone's Paint Trophy defeat against Sheffield United.
The Brewers created a number of chances and finally took the lead through Justin Richards after the break.
But the Blades scored twice in the final 15 minutes to progress.
"We should have buried them with the amount of chances we had in the first half. It should have been game over," Peschisolido told BBC Radio Derby.
"But we allowed them back in the game by not killing them off and suffered.
"We've more than matched a team from League One and got nothing for it. With the amount of possession and chances we had, we have to make sure we punish teams.
"That was a team that was in the Championship last season. It's disappointing we didn't win. But we still haven't performed badly this season."