He felt it was their best performance of his brief time in charge but admitted that to say so after such a crushing defeat sounded like "a joke".
When Billy Sharp cancelled out Josh Koroma's goal for Huddersfield Town, two of a minimum five extra minutes had been played. But it was the Terriers who went on to take the three points, with Levi Colwill scoring the winner.
"Of course it's a really hard moment for us," admitted the former Fulham and Watford manager at full-time.
"We tried really hard in that last 20 minutes and even after our goal I thought we had enough time to win it still but a strange situation happened and they scored the goal."
There were suspicions of a foul in the build-up to the winner but in fairness to Jokanovic, it is not in his nature to make excuses.
"There was some kind of situation on the edge of the box but I am not a referee," he said. "I don't know if this kind of situation is a mistake or not.
"Whether it is or not, it's a hard moment for us."
The Blades dominated possession, with 71 per cent of the ball, but went into the game without a Championship goal under him. Sharp put that right minutes after hitting a volley flush at goalkeeper Lee Nicholls but it was scant reward for so much dominance.
"If I say this is the best game we've played and we finish with a defeat it can sound like a joke but in general my team played a good game and we moved the ball and crossed it however many times but we didn't find it enough the moments in front of goal," he said.
"We have tried switching from one side and did not find it an easy way to create chances but we are around and if you don't make something happen then this situation at the end can happen.
"I can understand all the criticism to myself and players but I trust in my process."