The 23-year-old insisted that his team played well throughout the match and hinted that he was disappointed they were unable to claim maximum points.
"We kept on knocking on the door but it was not meant to be. We are playing good stuff but we haven't got the results we wanted but I am sure they will come," O'Connell told Sky Sports News.
"They could sit in and take the point and we couldn't break them down."
The result leaves the Blades in seventh place in the Championship, just one point outside of the playoff positions, while Wednesday are in 16th.