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The Reds went down 2-0 to Blackburn Rovers at Ewood Park on Saturday with the home side scoring a goal in each half as Phil Parkinson's side came up short in the final third.
Here's five talking points from the game.
1. Twenty-three attempts but one on target.
Having 23 efforts sounds a lot but in truth, very few were decent chances created by Wrexham and only one was on target.
It was a struggle when the Reds got to the final third and they just weren't good enough as they lacked a cutting edge and when Wrexham did have a sight of goal, they weren't clinical enough and didn't test Rovers keeper Balazs Toth.
At the other end, Wrexham stopper Anthony Patterson was more busier and he made a couple of good saves but Blackburn were more ruthless and Andri Gudjohnsen took two opportunities.
2. Wrexham just can't string results together.
After losing to West Brom, Wrexham bounced back by beating bottom of the table Preston North End who were poor but a win is a win, and scoring four goals in that victory lifted confidence.
But the Reds were unable to build on the 4-1 win after losing Blackburn so they will again look to respond against the Blades at Bramall Lane on Friday.
Consistency is key in any division and Wrexham are just unable to build momentum which is needed to climb the table, and that means picking up more victories.
3. Three more games before the international break.
Wrexham have a hat-trick of matches before the next break and they aren't easy.
After making the trip to Sheffield United, the Reds entertain leaders Middlesbrough before Wolves, who are expected to challenge for an immediate return to the Premier League, visit The Racecourse.
Currently 17th after losing to Blackburn, Parkinson's side need to start picking up points in a bid to climb the table because being at the wrong end of the division is not part of the plans.
4. Time for another response.
Over the last five years, Wrexham have made a habit of coming good after a defeat and another reaction is needed against the Blades.
Losses are part of football and no-one has a divine right to win matches but a lot more is expected of the Reds this season after investing in the squad and coming so close to securing a play-off spot last season.
It won't be easy against Chris Wilder's United side who are mid-table and have ambitions of being in the promotion mix themselves but Wrexham need to bounce back and start being harder to beat.
5. Should there be changes to the side against the Blades?
After beating Preston, it was no surprise to see Parkinson name practically the same side at Blackburn with only one change but Wrexham didn't perform anywhere near as well.
Yes, the bottom of the table Lilywhites were poor but the Reds did what was required of them before coming up short in a lot of areas against Blackburn.
Players are starting to return from injury - Ben Sheaf came on as sub at Ewood Park - while the likes of Bailey Cadamarteri have not really had a chance this season so Parkinson does have options despite missing the likes of Josh Windass and Nathan Broadhead.