The Blades slipped to a 2-1 loss against West Bromwich Albion on Friday night at Bramall Lane.
It was the second consecutive home game that United had been beaten by one of their rivals near the top of the Championship, Leeds United having triumphed over Chris Wilder’s men at the start of the month.
With the Blades having also lost against Middlesbrough and Nottingham Forest, sixth and seventh respectively at the moment, Egan recognises the need to be more clinical when tackling the big guns of the second tier.
He said: “When you are coming up against the top sides in this division first and foremost you need to play well and dominate. We have done that (against West Brom), capitalised and took the lead.
“But then we have got to capitalise and kick-on. Even if we don’t kick-on then we have got to play better than that. We have got to learn from it and I am sure we will because the one thing this group doesn’t lack is effort and desire to work hard.
“We know ourselves – we are all big enough and old enough – to understand that if you don’t perform against teams in this division then you will get done.”
Wilder’s men slipped a place to fourth on Friday as the Baggies leapfrogged the Yorkshire side in the table.
Boro’s loss at Queens Park Rangers on Saturday, however, minimised the damage in terms of league position.
Nevertheless, tonight will see United slip another place as Derby County and Forest go head-to-head in a televised East Midlands derby.
“Overall, it is consistency,” added Egan, a £4.1m summer arrival from Brentford. “We have to perform consistently in every game to try and get results.
“We are not far off. We have got a good side and we have put teams to the sword. We are not far off. I know if we get that consistency that we can achieve great things this season.
“The gaffer and Knilly (Alan Knill, assistant manager) prepare us really well.”
As for the defeat to Darren Moore’s Albion, Egan added: “The gaffer said we have got to iron it out. We should be winning by more. The second half just wasn’t us. It was very disappointing.”