Frustrated Leeds head coach Marcelo Bielsa admitted his side wasted a big opportunity in their 2-0 defeat against Sheffield Wednesday.
United missed plenty of chances with Jack Harrison wasting a couple, while Patrick Bamford had a goal ruled out for offside.
And they were punished in the 87th minute when Jacob Murphy beat Kiko Casilla at his near post from a narrow angle.
Atdhe Nuhiu wrapped up the points four minutes into stoppage time after Adam Reach teed him up.
Bielsa, whose side were knocked off the top of the Championship by West Brom as a result, said: "Clearly this was a match which was very important to make a difference.
"It is a defeat, but it is not a definitive match. It's a moment which was very important to get a good result.
"We controlled the game and missed a lot of chances but there are still loads of games to go.
"We need to look at the collective role that the team played in conceding possession when they scored their goals rather than blame any individuals.
"I can understand the anxiety amongst the crowd when key moments to win the game do not go as we want.
"There is a sense of doubt around the team when things are not going to plan, and I do not mean the players or fans."
Bielsa is still keen to bring in a striker during this transfer window.
"We have to fill the space that has been left by Eddie Nketiah going back to Arsenal," Bielsa added.
"The lack of having him on the bench is not something which cost us the game, but need to fill that place in the transfer window."
Delighted Wednesday boss Garry Monk praised the courage of his players.
"It was very difficult for us facing the league leaders away from home," he said.
"Our game plan was good. We had to deal with the pressure and to take our chances when they came, we did that really well.
"You want to see your players play with heart after the week we had.
"When you play with real heart, you have the courage on the pitch. You feel it and that's exactly what we needed.
"We matched them and we took our chances. We have played with heart and courage in our last two games.
When you play like that you will get your rewards, we were good value for the win.
"It's the Championship so you will have setbacks, but what we want is what we saw today, the players to go out on the pitch with heart and courage.
"Jacob Murphy was fantastic today and against Brighton. It was a good team effort today. The fans also contributed to the game and it is nice to send them home happy."