The Blades are currently in 19th place in the League One table after four defeats from their first six matches.
Despite Saudi millionaire Prince Abdullah recently becoming co-owner at Bramall Lane, Weir does not want to spend money needlessly to get the team back on track.
"The transfer market is not the only answer," Sky Sports News quotes the Scot as saying.
"Sometimes, you've got to look at yourself first. We are not going to do ourselves any justice if all we focus on is the quick fix."
United are back in league action on Saturday when they make the trip to Carlisle