The Blades thought they had rescued a point against Huddersfield in August, only for Levi Colwill to score a late winner.
Emil Riis's goal for Preston North End in the fifth added minute on Tuesday turned what looked like being a victory into a 2-2 draw.
What disappointed manager Jokanovic the most was that he was quite pleased with how his team had defended up to that point, only conceding through poor positioning by debutant goalkeeper Robin Olsen in the first half.
"We played a good football game, we know how they can be a danger to us with switches, they scored the first goal this way," he said.
"We had the chances and then we scored (what looked like the winner from Sander Berge in the 85th minute). Even in the five minutes of added time I consider the team played a good game. We gave them nothing but we lost focus and one free-kick killed us.
"It wasn't an especially good cross or something they created with their quality but they touched it three times in the box, we only touched it once. We paid an expensive price for this mistake."
Sweden international Olsen signed on deadline day but his debut was postponed because he had to quarantine after playing for his country at the start of the month.
He redeemed himself after the error which gifted Daniel Johnson a goal by saving brilliantly whe one-on-one with Riis minutes before Berge's goal.
"He's a new guy in the squad, we only worked with him twice and he needs to adapt to his new team," commented Jokanovic. "We need to adapt to him too.
"We will start working with him seriously in the days ahead but he made one really important save for us.
"Of course we expect in the future he will be more comfortable for us in goal and can offer us more help."
Jokanovic confirmed Iliman Ndiaye was substituted with cramp for the second game running, and that Ben Osborn had missed the match through illness, rather than injury.