And although Sharp typified the attitude both sides showed on a difficult afternoon, Jokanovic wanted to see more strength of character from his team-mates in the closing stages of the 1-0 win.
Even with Kelle Roos sent off in the 58th minute for a foul on Sharp, the Championship game at Bramall Lane was heading for a 0-0 draw until Curtis Davies inexplicably handled a Conor Hourihane free-kick and the Blades were presented with a chance from 12 yards.
Sharp, whose other three goals this season came from open play, had no hesitation in stepping forward, despite having missed a few chances.
"He's the skipper and he showed he was fighting to the end," said Jokanovic. "He missed the last penalty.
"For me he's a positive example. All the time he wants to show me and everyone I am here, I am skipper, I am important. Even if he had missed the penalty, his attitude was a skipper's attitude."
On the team performance as a whole, Jokanovic said: "It's true we left it late. We tried to put them in trouble from one side and the other but we didn't do it very well, we didn't find the spaces between the lines so we tried from the sides and they made one big mistake and gave us a big opportunity to win the game.
"We've had some experience of this in our stadium in the last few games. We were lucky at the end of the game when they missed a very important chance for them.
"It's not our best game but we showed some kind of improvement in our personality, our character.
"It was vital for us at the end.
"We must be happy with our progress."
The Serbian keeps asking his players to trust themselves more, and he thought Saturday's closing stages were a case in point, relying on Robin Olsen tipping a Tom Lawrence shot onto the post in stoppage time.
"The last 20 minutes I detected some body language I didn't like," he said. "I need to support them and they need to support themselves. They need to keep their head up and trust themselves.
"Fortunately we scored.
"Against Preston I was really happy with how we played the last five minutes but we gave them one chance and they scored.
"Today we didn't complete any passes in the last three minutes, probably thinking about happened before. We gave them three, four, five opportunities to put the ball in their box. After one of those situations it was really close.
"We need to play with personality from the first to the last moment.
"We can still connect more passes to force the mistake.
"In injury time I was really unsatisfied with what we tried to do."
Derby were deducted 12 points this week for going into administration but their manager Wayne Rooney was pleased with the fight showed. Phil Jagielka hit the crossbar on his 700th career appearance and there was no surrender after Roos's dismissal.
"I think it's a penalty and the red card is a red card," said Rooney.
"Sheffield United are a very good team and the gameplan today was to try and frustrate them and pick up a 1-0 win. I thought we were on course to do that and we had the best chances throughout the game.
"The character, the effort, I can't fault.
"I'm disappointed to lose but I think the lads showed great desire."
Sander Berge was again missing through a hamstring injury for Sheffield United but Jokanovic is hopeful he might be back to face Middlesbrough on Tuesday or Bournemouth on Saturday, both games away from home.
"He could be available for some of these next two games," he said.
"I don't believe it is something that has happened before.
"His injury history is not so short, so we must care about him and have some sort of guarantee that he is in a safe situation and a more easier way to participate for us.
"We cannot force him or take some big risk, we are not in that stage of the season where we need to go in this type of direction."