I go home and think every night about what we’re doing wrong

United’s slump has left them marooned in the League One relegation zone after failing to win inside 90 minutes in their last dozen league and cup games.

The Blades face Coventry City in front of the Sky cameras tomorrow – new owner Prince Abdullah will watch the game from his home in Saudi Arabia – and 21-year-old Baxter believes the players must share the blame for their poor start.

United’s latest defeat came against League Two strugglers Hartlepool United in Tuesday’s Johnstone’s Paint Trophy tie.

“David is a great manager, has a lot of respect in the game, all the lads love him,” said Baxter yesterday lunchtime, just hours before the axe fell on Weir.

“We do feel we have let him down, results are not going well.

“We go home unhappy with ourselves, and come in the next day really wanting to do it for him.

“People are putting a little bit of pressure on the manager when it’s not his fault; it’s our fault as players.

“The manager and Lee Carsley (assistant manager) are different class.

“The manager can pick the team, but it’s down to us as players, when we step over the white line to go and get results.

“Unfortunately we haven’t been doing that. The manager can only pick his best team; it’s down to us to go out and get the result.”

Baxter – who worked with Weir as a youngster at Everton’s academy and joined the Blades in August – is unable to pinpoint what has gone wrong at United, despite plenty of soul-searching.

“I go home and think about it every night. What is it we are doing wrong? Obviously, not putting the ball in the back of the net to win games, but I think we are dominating possession and creating some chances.

“You can see on the stats we are having more shots, more possession, but it’s not going for us. Other teams are having two shots in the game and coming away 1-0 winners.”

After swapping his coaching job at Everton, Weir struggled to deliver results at United despite the financial backing of a wealthy new owner.

Much has been made of United’s change in playing style. While it is pretty on the eye, the Blades have only scored six goals in 10 League One games, and former Oldham midfielder Baxter believes the transformation in styles was always going to take time.

He points to teams like Swansea City and Wigan Athletic, who have prospered by playing passing football. “I played against Sheffield United last year and playing for them this season it’s a different type of football they are playing,” he said. “It’s great football, but it’s going to take a little bit of time getting used to it.

“You only have to look at Swansea City, who went right through the leagues, the likes of Wigan, who reached the top level.

“For Swansea it’s working now, working in the UEFA Cup, and I think that Sheffield United is a massive club and that’s where we want to be. Get in the Championship and then the Premier League.”

Despite the Blades sitting 20 points off third-placed Wolverhampton Wanderers, Baxter says the players still believe promotion is attainable this year.

“Every one of us still believes we are going to get promoted and nothing has changed in that way,” he said. “You only have to look around the changing room to realise the potential we have got. It’s just doing the little dirty things right now. There’s no doubt we have the talent in the team, but we have to be that little bit nastier and grind out results.

“Mentally, I think we have been strong. We are confident of going out to win.

“We just need a little bit of luck. Maybe it hits your backside and goes in and we win 1-0. I would take that right now.

“We are very desperate for a win, we will do anything to get three points.

“Once we get a win, the lads will relax and you will see more confidence from us.”

That revival must now come under a new manager after Weir’s demise last night.