A season that promised much – United were top of the table in November – faded away to leave Chris Wilder’s team heading to Bristol City on Sunday with little to play for in the final game of the season.
Saturday’s 1-0 defeat at home to Preston ended the Blades’ faint hopes of making the play-offs.
Despite a run of just one win in eight outings, Sharp believes United’s first season back in the Championship has been a success.
“We started the season really well, had momentum from the season before and put ourselves in a really good position,” he said.
“But in the last few weeks we have not been able to get the wins and it’s been frustrating.
“We have to hold our heads high. We have done ourselves justice and given it our best. I think the fans have realised that.
“Deep down I didn’t think we would struggle this season, but I didn’t think we would be top of the league.
“We went top, but it’s just disappointing how it’s ended. I have seen quotes from people saying we are tired, but that’s not an excuse. We should be able to run every single week.
“We have to use this experience, take it on the chin that we have not been quite good enough to get in the play-offs and give us belief for next season.
“The Championship will still be as strong next time, but we have had a season’s experience of being in the division. If we can add a little bit more quality to the squad, get stronger, we will be fine for next season.”
Alan Browne’s second-half goal kept Preston’s own top-six hopes alive at Bramall Lane.
They will battle it out with Derby County and Millwall for the final play-off spot on Sunday.
Defeat means the Blades won just twice in March and April – against Burton Albion and Middlesbrough – slumping to painful defeats against struggling Barnsley and Birmingham City, and drawing five games.
Another painful statistic is they have lost more games away from home, 11 out of 22, than any other team in the top half of the Championship.
Striker Sharp, 32, said: “It’s very frustrating. We wanted to get a win (against Preston) to keep our faint hopes alive.
“We wanted to get a win in front of the home fans, but we just came up short again just like in recent weeks.
“I don’t think we will know why until we go away on our holidays and look back at it.
“We look at the teams who finished above us. There are three teams in the division, for me, who are better than the rest, but we had an opportunity to get in the play-offs only to come up short.
“We need to take positives from this season, we need to get better, individually and as a team. Saturday was a learning curve.
“I thought we were the better team yet Preston managed to get one over us again. They have done the double on us.
“The goal killed us. For 10 minutes we struggled to get control again, but even when we went 1-0 down I thought we had all the ball and chances.
“But we have not managed to score enough goals, keep clean sheets, so, collectively, we have come up short.”
Victory at Bristol City, depending on other results, could see the Blades finish as high as eighth, but, whatever happens on Sunday, they will still finish ahead of cross-city rivals Wednesday.