On Tuesday the form guide would have the Blades as strong favourites to win at a Middlesbrough side who have won two of their opening nine league matches, but Jokanovic knows English football's second tier well enough to understand full well what will happen if the visitors take three points for granted.
"You can make some steps forward and some steps backwards so you must be careful," warned Jokanovic, whose team are unbeaten over 90 minutes in their last seven matches.
"We cannot trust some people around us who say we are really strong and everything is easy for us because in this competition no club can find anything easy. We need to be fully concentrated and motivated for all the games ahead of us.
"Before the international break we have two really hard away games (Middlesbrough on Tuesday, Bournemouth on Saturday). If you are not focused enough, if for some reason we are arrogant and believe we are playing very well and we are a very good team it's not possible to find the right level of self trust.
"I know we've made some important progress but it's a huge gap in front of us and what we are doing right now is not enough for us to fight for the target we set at the beginning of the season.
"Keep focused, don't stop the concentration, hard work, be ready for different situations, never give up and the next chance for us is at Middlesbrough."
Jokanovic has been critical of elements of his side's performances in their last two wins, at Hull City and at home to Derby County.
Sander Berge is expected to start training with the first team again on Tuesday after a hamstring injury, but he will not be fit to face Neil Warnock's side.