"If you hang on in there at 0-0 you always have that opportunity, it was remarkable from the players out there. I thought we did enough in the game to get one goal," Clough told ITV Sport.
"We had an off day on Saturday at Crewe but we put it behind us and produced a performance like this tonight. It is special, but we have to improve in the league."
Sheffield United will face a home tie against the winners of tomorrow night's fourth-round replay between Nottingham Forest and Preston.